-24.5%
ADSK vs MKTX
-60.5%
+36.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.4% | +0.4% |
| 7D | -2.5% | -0.2% | -2.3% | -2.5% |
| 30D | -14.9% | +0.7% | -15.6% | -15.0% |
| 3M | +3.3% | +40.8% | -37.5% | -7.6% |
| 6M | -15.7% | -8.0% | -7.7% | -13.7% |
| YTD | -28.2% | -8.7% | -19.5% | -26.5% |
| 1Y | -34.5% | -11.8% | -22.7% | -32.4% |
| 3Y | -2.9% | -24.0% | +21.1% | -0.9% |
| All | -24.5% | -60.5% | +36.0% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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