+679.9%
MPC vs ADSK
-28.7%
+708.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.1% | +0.9% |
| 7D | +3.2% | -14.5% | +17.7% | +5.9% |
| 30D | +25.0% | -19.3% | +44.4% | +29.4% |
| 3M | +55.2% | -7.8% | +62.9% | +56.3% |
| 6M | +86.4% | -20.8% | +107.2% | +92.6% |
| YTD | +148.5% | -30.2% | +178.7% | +162.2% |
| 1Y | +121.7% | -36.5% | +158.2% | +138.4% |
| 3Y | +172.9% | -5.7% | +178.6% | +168.1% |
| 5Y | +679.9% | -28.2% | +708.1% | +645.9% |
| All | +679.9% | -28.7% | +708.6% | +645.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling