+184.8%
MPC vs ADSK
+26.7%
+158.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.1% |
| 7D | -8.8% | +3.1% | -11.9% | -9.2% |
| 30D | -14.4% | +10.5% | -24.9% | -15.6% |
| 3M | +21.9% | +1.6% | +20.4% | +21.4% |
| 6M | +60.1% | +6.4% | +53.7% | +57.9% |
| YTD | +142.3% | -12.1% | +154.4% | +147.7% |
| 1Y | +101.7% | -12.9% | +114.6% | +106.6% |
| 3Y | +184.8% | +23.5% | +161.3% | +167.6% |
| All | +184.8% | +26.7% | +158.1% | +167.6% |
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 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