+68.9%
MP vs ADSK
-25.9%
+94.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.2% | +2.7% |
| 7D | +3.0% | -14.3% | +17.4% | +9.9% |
| 30D | +8.3% | -14.8% | +23.1% | +15.5% |
| 3M | -3.8% | -5.7% | +1.9% | -3.9% |
| 6M | -4.9% | -18.7% | +13.8% | +1.6% |
| YTD | +9.6% | -28.3% | +37.9% | +24.1% |
| 1Y | -11.7% | -35.1% | +23.3% | +5.6% |
| 3Y | +158.5% | -3.2% | +161.7% | +129.2% |
| 5Y | +68.9% | -26.7% | +95.6% | +65.4% |
| All | +68.9% | -25.9% | +94.8% | +65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling