+180.6%
MPC vs ADP
+16.9%
+163.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.8% |
| 7D | +5.4% | -3.4% | +8.9% | +6.3% |
| 30D | +31.0% | +2.8% | +28.2% | +30.0% |
| 3M | +46.0% | +20.9% | +25.1% | +38.7% |
| 6M | +77.3% | +29.9% | +47.4% | +64.9% |
| YTD | +141.9% | +9.6% | +132.3% | +134.0% |
| 1Y | +120.9% | -5.3% | +126.2% | +124.0% |
| All | +180.6% | +16.9% | +163.8% | +180.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling