+3,101.0%
MPC vs ADP
+761.8%
+2,339.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +1.8% |
| 7D | +5.4% | -3.4% | +8.9% | +8.0% |
| 30D | +31.0% | +2.8% | +28.2% | +28.2% |
| 3M | +46.0% | +20.9% | +25.1% | +26.2% |
| 6M | +77.3% | +29.9% | +47.4% | +44.1% |
| YTD | +141.9% | +9.6% | +132.3% | +120.9% |
| 1Y | +120.9% | -5.3% | +126.2% | +123.2% |
| 3Y | +182.7% | +16.5% | +166.2% | +137.2% |
| 5Y | +646.4% | +49.4% | +597.0% | +384.2% |
| 10Y | +1,138.7% | +282.2% | +856.5% | +260.8% |
| All | +3,101.0% | +761.8% | +2,339.2% | +275.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling