+1,260.8%
ADI vs MPC
+2,977.1%
-1,716.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | +0.4% | +5.4% | -5.0% | -1.1% |
| 30D | -3.8% | +31.0% | -34.8% | -11.2% |
| 3M | -15.3% | +46.0% | -61.3% | -24.4% |
| 6M | +6.7% | +77.3% | -70.6% | -10.8% |
| YTD | +34.8% | +141.9% | -107.1% | +2.3% |
| 1Y | +49.0% | +120.9% | -71.9% | +15.9% |
| 3Y | +108.1% | +182.7% | -74.6% | +47.7% |
| 5Y | +142.4% | +646.4% | -504.0% | +26.5% |
| 10Y | +589.9% | +1,138.7% | -548.8% | +182.7% |
| All | +1,260.8% | +2,977.1% | -1,716.3% | +294.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling