+2,535.3%
ADSK vs MDY
+2,589.7%
-54.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.4% | +3.4% |
| 7D | -10.9% | -2.5% | -8.4% | -8.4% |
| 30D | -15.9% | -5.0% | -10.8% | -11.1% |
| 3M | -4.4% | +0.5% | -4.8% | -5.6% |
| 6M | -16.6% | +8.0% | -24.6% | -24.6% |
| YTD | -28.5% | +12.2% | -40.7% | -38.2% |
| 1Y | -34.6% | +14.0% | -48.6% | -44.6% |
| 3Y | -3.5% | +48.2% | -51.6% | -39.6% |
| 5Y | -25.6% | +46.1% | -71.7% | -51.4% |
| 10Y | +216.6% | +173.8% | +42.8% | +1.5% |
| All | +2,535.3% | +2,589.7% | -54.4% | -38.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling