+101.7%
MPC vs ADP
+24.1%
+77.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.2% |
| 7D | -8.8% | +3.2% | -12.0% | -9.3% |
| 30D | -14.4% | +12.8% | -27.1% | -16.0% |
| 3M | +21.9% | +12.3% | +9.6% | +19.4% |
| 6M | +60.1% | +45.4% | +14.7% | +49.0% |
| YTD | +142.3% | +21.4% | +120.9% | +115.8% |
| 1Y | +101.7% | +23.7% | +78.0% | +81.1% |
| All | +101.7% | +24.1% | +77.6% | +81.1% |
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