-14.0%
MP vs ADSK
-36.8%
+22.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.7% | -1.8% |
| 7D | -0.7% | -14.5% | +13.8% | -0.2% |
| 30D | -0.7% | -19.3% | +18.7% | +0.2% |
| 3M | 0.0% | -7.8% | +7.8% | +1.7% |
| 6M | -10.0% | -20.8% | +10.8% | -4.3% |
| YTD | +7.5% | -30.2% | +37.7% | +23.6% |
| 1Y | -14.0% | -36.5% | +22.4% | +5.2% |
| All | -14.0% | -36.8% | +22.7% | +5.2% |
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