-55.3%
ADBE vs MXL
+222.8%
-278.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.5% | -6.2% | +1.3% |
| 7D | -5.4% | +18.9% | -24.2% | -5.6% |
| 30D | -2.5% | +0.3% | -2.8% | -2.6% |
| 3M | +15.3% | -8.0% | +23.3% | +14.2% |
| 6M | -7.8% | +341.2% | -349.1% | -20.2% |
| YTD | -27.9% | +327.8% | -355.8% | -37.7% |
| 1Y | -28.0% | +364.9% | -392.9% | -38.6% |
| 3Y | -55.3% | +229.2% | -284.5% | -61.2% |
| All | -55.3% | +222.8% | -278.1% | -61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MXL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling