+27.6%
MCK vs ADSK
-10.6%
+38.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +7.0% | -0.1% | +6.0% |
| 7D | +11.3% | +11.4% | -0.1% | +9.7% |
| 30D | +16.8% | +21.9% | -5.1% | +14.0% |
| 3M | +28.9% | +13.9% | +15.1% | +25.9% |
| 6M | +32.7% | +9.1% | +23.6% | +28.2% |
| YTD | +30.8% | -8.8% | +39.5% | +25.5% |
| 1Y | +27.6% | -10.2% | +37.8% | +22.2% |
| All | +27.6% | -10.6% | +38.2% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 1y: compounded portfolio wealth divided by compounded ADSK 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…
1y analysis · Full analysis span regression · 6 months rolling