+199.8%
MPC vs ADM
+11.2%
+188.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | -0.5% |
| 7D | +11.2% | +4.2% | +7.1% | +9.8% |
| 30D | -14.5% | -12.8% | -1.7% | -10.6% |
| 3M | +16.7% | -8.5% | +25.1% | +20.0% |
| 6M | +67.6% | -10.9% | +78.5% | +73.5% |
| YTD | +157.9% | +29.4% | +128.5% | +141.9% |
| 1Y | +116.7% | +27.5% | +89.1% | +104.0% |
| 3Y | +199.8% | +10.3% | +189.4% | +171.7% |
| All | +199.8% | +11.2% | +188.6% | +171.7% |
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