-16.8%
MP vs ADSK
-20.3%
+3.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.8% | +7.7% | +6.1% |
| 7D | -10.5% | +4.9% | -15.4% | -12.6% |
| 30D | -23.5% | +11.3% | -34.9% | -27.4% |
| 3M | -25.4% | +7.9% | -33.4% | -28.8% |
| 6M | -51.3% | +7.7% | -58.9% | -54.3% |
| YTD | -29.9% | -11.6% | -18.3% | -28.1% |
| 1Y | -31.8% | -11.2% | -20.6% | -30.1% |
| 3Y | +127.0% | +29.6% | +97.4% | +73.3% |
| All | -16.8% | -20.3% | +3.5% | -26.4% |
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