+1,166.2%
MPC vs ADP
+319.4%
+846.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.2% |
| 7D | +9.4% | +0.3% | +9.2% | +9.2% |
| 30D | -13.4% | +11.6% | -25.1% | -19.7% |
| 3M | +18.9% | +15.1% | +3.8% | +7.8% |
| 6M | +64.9% | +46.0% | +18.9% | +26.6% |
| YTD | +156.8% | +22.4% | +134.4% | +119.2% |
| 1Y | +113.2% | +24.5% | +88.7% | +79.5% |
| 3Y | +201.8% | +44.8% | +157.0% | +121.4% |
| 5Y | +601.4% | +49.1% | +552.3% | +377.7% |
| All | +1,166.2% | +319.4% | +846.8% | +303.3% |
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