+19.9%
MDT vs ADSK
-10.6%
+30.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +7.0% | -0.9% | +5.0% |
| 7D | +10.7% | +11.4% | -0.7% | +8.9% |
| 30D | +19.3% | +21.9% | -2.6% | +15.9% |
| 3M | +22.8% | +13.9% | +8.9% | +19.6% |
| 6M | +36.4% | +9.1% | +27.3% | +30.8% |
| YTD | +12.1% | -8.8% | +20.8% | +10.5% |
| 1Y | +19.9% | -10.2% | +30.2% | +18.8% |
| All | +19.9% | -10.6% | +30.6% | +18.8% |
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 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