-15.0%
MP vs ADSK
-31.6%
+16.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -8.3% | +9.7% | +1.7% |
| 7D | -2.9% | -16.4% | +13.6% | -2.2% |
| 30D | +13.8% | -9.2% | +23.0% | +14.4% |
| 3M | -16.7% | -6.7% | -10.0% | -14.3% |
| 6M | -11.5% | -15.5% | +4.0% | -6.6% |
| YTD | +7.9% | -26.4% | +34.3% | +22.9% |
| 1Y | -15.0% | -31.9% | +16.9% | +0.2% |
| All | -15.0% | -31.6% | +16.6% | +0.2% |
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