-25.3%
MDB vs ADSK
-25.3%
0.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.5% |
| 7D | -1.8% | -2.5% | +0.8% | +0.8% |
| 30D | -17.3% | -14.9% | -2.4% | -2.7% |
| 3M | +2.2% | +3.3% | -1.1% | -3.2% |
| 6M | +33.9% | -15.7% | +49.5% | +56.6% |
| YTD | -13.7% | -28.2% | +14.5% | +19.2% |
| 1Y | +9.1% | -34.5% | +43.6% | +65.5% |
| 3Y | -8.1% | -2.9% | -5.2% | -10.2% |
| All | -25.3% | -25.3% | 0.0% | -15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling