+3,005.7%
MPC vs ADP
+859.5%
+2,146.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.2% | -5.1% | -4.7% |
| 7D | -12.8% | +7.4% | -20.1% | -17.2% |
| 30D | -12.7% | +17.1% | -29.8% | -22.1% |
| 3M | +27.1% | +14.4% | +12.6% | +14.7% |
| 6M | +45.8% | +47.9% | -2.1% | +8.3% |
| YTD | +134.7% | +22.1% | +112.6% | +97.6% |
| 1Y | +106.0% | +21.8% | +84.3% | +73.3% |
| 3Y | +165.5% | +50.5% | +115.0% | +84.3% |
| 5Y | +540.9% | +49.6% | +491.3% | +322.7% |
| 10Y | +1,133.6% | +329.3% | +804.4% | +229.7% |
| All | +3,005.7% | +859.5% | +2,146.1% | +235.9% |
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