+4,174.6%
ADSK vs MLM
+3,058.1%
+1,116.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | -0.4% |
| 7D | +2.1% | -3.8% | +6.0% | +3.7% |
| 30D | +11.9% | +11.0% | +0.9% | +7.2% |
| 3M | +5.7% | -3.1% | +8.8% | +6.8% |
| 6M | +7.7% | -9.8% | +17.5% | +11.2% |
| YTD | -11.0% | -14.4% | +3.3% | -6.8% |
| 1Y | -11.4% | -12.6% | +1.2% | -8.1% |
| 3Y | +28.7% | +19.7% | +8.9% | +16.1% |
| 5Y | -20.1% | +29.8% | -49.8% | -30.1% |
| 10Y | +262.6% | +153.5% | +109.1% | +127.3% |
| All | +4,174.6% | +3,058.1% | +1,116.5% | +942.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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