+540.9%
MPC vs ADP
+49.8%
+491.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.2% | -5.1% | -4.3% |
| 7D | -12.8% | +7.4% | -20.1% | -14.8% |
| 30D | -12.7% | +17.1% | -29.8% | -17.1% |
| 3M | +27.1% | +14.4% | +12.6% | +21.3% |
| 6M | +45.8% | +47.9% | -2.1% | +27.1% |
| YTD | +134.7% | +22.1% | +112.6% | +117.6% |
| 1Y | +106.0% | +21.8% | +84.3% | +91.0% |
| 3Y | +165.5% | +50.5% | +115.0% | +125.5% |
| 5Y | +540.9% | +49.6% | +491.3% | +432.3% |
| All | +540.9% | +49.8% | +491.1% | +432.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling