+158.5%
MP vs ADSK
-3.8%
+162.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.2% | +2.0% |
| 7D | +3.0% | -14.3% | +17.4% | +5.8% |
| 30D | +8.3% | -14.8% | +23.1% | +11.3% |
| 3M | -3.8% | -5.7% | +1.9% | -3.3% |
| 6M | -4.9% | -18.7% | +13.8% | -0.5% |
| YTD | +9.6% | -28.3% | +37.9% | +18.8% |
| 1Y | -11.7% | -35.1% | +23.3% | -1.3% |
| 3Y | +158.5% | -3.2% | +161.7% | +116.8% |
| All | +158.5% | -3.8% | +162.3% | +116.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling