+127.4%
ADI vs MPC
+160.2%
-32.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.0% |
| 7D | -12.8% | -16.2% | +3.3% | -9.3% |
| 30D | -11.3% | -15.7% | +4.4% | -8.1% |
| 3M | -3.4% | +24.9% | -28.2% | -9.6% |
| 6M | -12.0% | +52.7% | -64.7% | -22.3% |
| YTD | +35.3% | +131.9% | -96.6% | +1.7% |
| 1Y | +58.1% | +96.6% | -38.6% | +26.3% |
| 3Y | +127.4% | +163.8% | -36.4% | +56.9% |
| All | +127.4% | +160.2% | -32.8% | +56.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling