+163.8%
MPC vs ADM
+6.1%
+157.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | -16.2% | -9.0% | -7.2% | -13.6% |
| 30D | -15.7% | -14.0% | -1.7% | -11.5% |
| 3M | +24.9% | -9.2% | +34.1% | +28.9% |
| 6M | +52.7% | -9.2% | +61.8% | +57.5% |
| YTD | +131.9% | +24.2% | +107.6% | +120.3% |
| 1Y | +96.6% | +27.0% | +69.7% | +85.8% |
| 3Y | +163.8% | +6.6% | +157.2% | +140.4% |
| All | +163.8% | +6.1% | +157.7% | +140.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling