+117.2%
MPC vs ADM
+29.8%
+87.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +0.3% | -8.5% | -8.3% |
| 7D | -10.9% | -8.3% | -2.6% | -7.1% |
| 30D | -9.4% | -14.1% | +4.7% | -2.4% |
| 3M | +26.0% | -10.7% | +36.7% | +32.8% |
| 6M | +56.5% | -5.9% | +62.4% | +61.2% |
| YTD | +144.3% | +25.8% | +118.5% | +132.1% |
| 1Y | +117.2% | +21.3% | +96.0% | +108.6% |
| All | +117.2% | +29.8% | +87.4% | +108.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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