-24.5%
ADSK vs MDY
+46.3%
-70.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | -0.5% |
| 7D | -2.5% | -1.9% | -0.7% | -0.6% |
| 30D | -14.9% | -4.6% | -10.2% | -10.6% |
| 3M | +3.3% | -1.2% | +4.6% | +4.2% |
| 6M | -15.7% | +9.2% | -24.9% | -24.6% |
| YTD | -28.2% | +13.1% | -41.3% | -38.5% |
| 1Y | -34.5% | +13.0% | -47.6% | -44.0% |
| 3Y | -2.9% | +49.2% | -52.1% | -42.0% |
| All | -24.5% | +46.3% | -70.8% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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