-32.6%
MP vs ADSK
-12.0%
-20.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +3.6% |
| 7D | +9.5% | +1.0% | +8.4% | +9.5% |
| 30D | -3.0% | +14.4% | -17.4% | -3.0% |
| 3M | -30.4% | +2.5% | -32.9% | -30.5% |
| 6M | -39.2% | +14.5% | -53.6% | -37.8% |
| YTD | -23.3% | -10.7% | -12.6% | -15.6% |
| 1Y | -32.6% | -11.0% | -21.6% | -25.3% |
| All | -32.6% | -12.0% | -20.6% | -25.3% |
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