-9.1%
MDB vs ADSK
-5.9%
-3.2%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.3% | +3.0% |
| 7D | -4.5% | -14.5% | +10.0% | +9.5% |
| 30D | -14.0% | -19.3% | +5.3% | +4.2% |
| 3M | +5.3% | -7.8% | +13.1% | +11.2% |
| 6M | +31.9% | -20.8% | +52.6% | +61.8% |
| YTD | -14.6% | -30.2% | +15.6% | +18.0% |
| 1Y | +8.2% | -36.5% | +44.7% | +63.2% |
| All | -9.1% | -5.9% | -3.2% | -4.7% |
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 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