-11.6%
MDB vs ADSK
+26.4%
-37.9%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -3.2% |
| 7D | +6.8% | +1.0% | +5.8% | +5.9% |
| 30D | -6.2% | +14.4% | -20.6% | -17.8% |
| 3M | -29.2% | +2.5% | -31.7% | -31.9% |
| 6M | +10.3% | +14.5% | -4.2% | -4.1% |
| YTD | -20.4% | -10.7% | -9.7% | -13.4% |
| 1Y | -4.8% | -11.0% | +6.2% | +4.0% |
| 3Y | -11.6% | +25.9% | -37.4% | -23.6% |
| All | -11.6% | +26.4% | -37.9% | -23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling