+133.8%
ADI vs MPC
+600.5%
-466.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -2.9% |
| 7D | +9.5% | +11.2% | -1.8% | +6.6% |
| 30D | -1.4% | -14.5% | +13.1% | +2.2% |
| 3M | +4.7% | +16.7% | -11.9% | 0.0% |
| 6M | -7.4% | +67.6% | -75.0% | -20.1% |
| YTD | +48.1% | +157.9% | -109.9% | +10.6% |
| 1Y | +69.6% | +116.7% | -47.0% | +33.9% |
| 3Y | +144.4% | +199.8% | -55.4% | +68.7% |
| All | +133.8% | +600.5% | -466.7% | +25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling