+1,029.4%
MDB vs ADSK
+78.5%
+950.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.4% |
| 7D | -1.8% | -2.5% | +0.8% | +0.5% |
| 30D | -17.3% | -14.9% | -2.4% | -4.6% |
| 3M | +2.2% | +3.3% | -1.1% | -2.1% |
| 6M | +33.9% | -15.7% | +49.5% | +53.9% |
| YTD | -13.7% | -28.2% | +14.5% | +14.4% |
| 1Y | +9.1% | -34.5% | +43.6% | +56.6% |
| 3Y | -8.1% | -2.9% | -5.2% | -6.8% |
| 5Y | -25.9% | -25.3% | -0.6% | -4.8% |
| All | +1,029.4% | +78.5% | +950.9% | +652.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling