+549.2%
MPC vs ADP
+48.1%
+501.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +4.7% |
| 7D | -9.4% | +1.1% | -10.5% | -9.8% |
| 30D | -14.3% | +11.5% | -25.8% | -17.4% |
| 3M | +31.1% | +12.0% | +19.1% | +26.0% |
| 6M | +60.3% | +43.8% | +16.5% | +41.0% |
| YTD | +142.5% | +20.1% | +122.5% | +126.0% |
| 1Y | +104.6% | +22.3% | +82.3% | +89.2% |
| 3Y | +191.7% | +43.3% | +148.4% | +152.4% |
| 5Y | +549.2% | +47.3% | +501.9% | +440.4% |
| All | +549.2% | +48.1% | +501.1% | +440.4% |
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