+117.2%
MPC vs ADP
+20.3%
+96.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +2.5% | -10.7% | -8.4% |
| 7D | -10.9% | +6.4% | -17.3% | -11.7% |
| 30D | -9.4% | +16.6% | -26.0% | -11.4% |
| 3M | +26.0% | +12.9% | +13.1% | +23.5% |
| 6M | +56.5% | +45.7% | +10.9% | +46.8% |
| YTD | +144.3% | +20.6% | +123.6% | +116.7% |
| 1Y | +117.2% | +20.5% | +96.7% | +94.9% |
| All | +117.2% | +20.3% | +96.9% | +94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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