+445.3%
MP vs ADSK
-7.7%
+453.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -8.3% | +9.7% | +5.1% |
| 7D | -2.9% | -16.4% | +13.6% | +5.0% |
| 30D | +13.8% | -9.2% | +23.0% | +18.3% |
| 3M | -16.7% | -6.7% | -10.0% | -16.0% |
| 6M | -11.5% | -15.5% | +4.0% | -7.2% |
| YTD | +7.9% | -26.4% | +34.3% | +20.8% |
| 1Y | -15.0% | -31.9% | +16.9% | -0.8% |
| 3Y | +153.5% | -1.0% | +154.5% | +125.5% |
| 5Y | +58.7% | -24.5% | +83.2% | +57.0% |
| All | +445.3% | -7.7% | +453.0% | +418.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling