+579.4%
ADI vs MPC
+1,096.9%
-517.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.1% |
| 7D | -12.8% | -16.2% | +3.3% | -8.2% |
| 30D | -11.3% | -15.7% | +4.4% | -7.1% |
| 3M | -3.4% | +24.9% | -28.2% | -10.4% |
| 6M | -12.0% | +52.7% | -64.7% | -23.5% |
| YTD | +35.3% | +131.9% | -96.6% | +1.8% |
| 1Y | +58.1% | +96.6% | -38.6% | +25.1% |
| 3Y | +127.4% | +163.8% | -36.4% | +60.5% |
| 5Y | +114.6% | +533.1% | -418.5% | +11.8% |
| All | +579.4% | +1,096.9% | -517.5% | +187.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 10y: compounded portfolio wealth divided by compounded MPC 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…
10y analysis · Full analysis span regression · 6 months rolling