-7.7%
MDB vs ADSK
-10.6%
+2.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +7.0% | -9.1% | -7.2% |
| 7D | -16.5% | +11.4% | -28.0% | -23.8% |
| 30D | -8.6% | +21.9% | -30.5% | -23.1% |
| 3M | -13.6% | +13.9% | -27.5% | -22.9% |
| 6M | +24.1% | +9.1% | +15.0% | +15.9% |
| YTD | -21.8% | -8.8% | -13.0% | -7.7% |
| 1Y | -7.7% | -10.2% | +2.5% | +10.6% |
| All | -7.7% | -10.6% | +2.9% | +10.6% |
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