+1,171.8%
MPC vs ADSK
+255.5%
+916.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | -0.2% |
| 7D | +11.2% | +1.0% | +10.2% | +10.9% |
| 30D | -14.5% | +14.4% | -28.9% | -18.6% |
| 3M | +16.7% | +2.5% | +14.2% | +14.3% |
| 6M | +67.6% | +14.5% | +53.1% | +56.6% |
| YTD | +157.9% | -10.7% | +168.6% | +159.9% |
| 1Y | +116.7% | -11.0% | +127.7% | +118.5% |
| 3Y | +199.8% | +25.9% | +173.9% | +158.0% |
| 5Y | +604.4% | -19.7% | +624.1% | +592.5% |
| All | +1,171.8% | +255.5% | +916.2% | +652.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 10y: compounded portfolio wealth divided by compounded ADSK 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…
10y analysis · Full analysis span regression · 6 months rolling