+171.7%
MPC vs ADSK
-3.8%
+175.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.6% | +4.9% | +2.7% |
| 7D | +3.9% | -14.3% | +18.2% | +6.2% |
| 30D | +33.8% | -14.8% | +48.6% | +36.7% |
| 3M | +49.9% | -5.7% | +55.6% | +50.2% |
| 6M | +80.9% | -18.7% | +99.6% | +86.0% |
| YTD | +147.4% | -28.3% | +175.7% | +160.3% |
| 1Y | +123.2% | -35.1% | +158.3% | +140.5% |
| 3Y | +171.7% | -3.2% | +174.9% | +165.8% |
| All | +171.7% | -3.8% | +175.5% | +165.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling