+1,079.5%
MPC vs ADP
+318.0%
+761.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.4% |
| 7D | -16.2% | +3.2% | -19.4% | -18.1% |
| 30D | -15.7% | +14.9% | -30.6% | -23.2% |
| 3M | +24.9% | +11.6% | +13.3% | +15.5% |
| 6M | +52.7% | +48.5% | +4.2% | +15.7% |
| YTD | +131.9% | +20.6% | +111.3% | +99.8% |
| 1Y | +96.6% | +23.7% | +72.9% | +66.2% |
| 3Y | +163.8% | +47.8% | +116.0% | +90.2% |
| 5Y | +533.1% | +47.7% | +485.4% | +333.2% |
| All | +1,079.5% | +318.0% | +761.5% | +308.2% |
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