+6,923.6%
MCK vs ADSK
+2,684.7%
+4,238.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -2.9% | -2.5% | -0.4% | -2.6% |
| 30D | +0.4% | -14.9% | +15.3% | +2.5% |
| 3M | +12.1% | +3.3% | +8.8% | +11.3% |
| 6M | -5.4% | -15.7% | +10.2% | -3.7% |
| YTD | +7.8% | -28.2% | +36.0% | +11.9% |
| 1Y | +22.9% | -34.5% | +57.5% | +29.2% |
| 3Y | +110.7% | -2.9% | +113.6% | +107.1% |
| 5Y | +346.2% | -25.3% | +371.5% | +344.1% |
| 10Y | +440.1% | +217.8% | +222.4% | +328.5% |
| All | +6,923.6% | +2,684.7% | +4,238.9% | +4,031.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling