+1,135.3%
MPC vs ADP
+319.4%
+815.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.3% | +3.1% | +3.2% |
| 7D | +2.6% | +0.9% | +1.7% | +1.9% |
| 30D | -12.2% | +11.9% | -24.1% | -18.6% |
| 3M | +20.1% | +13.7% | +6.3% | +9.7% |
| 6M | +60.6% | +46.8% | +13.8% | +22.8% |
| YTD | +150.6% | +21.8% | +128.8% | +114.6% |
| 1Y | +104.7% | +23.5% | +81.1% | +73.2% |
| 3Y | +194.5% | +44.1% | +150.4% | +116.7% |
| 5Y | +582.3% | +49.9% | +532.4% | +361.9% |
| 10Y | +1,135.3% | +318.8% | +816.5% | +292.0% |
| All | +1,135.3% | +319.4% | +815.9% | +292.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling