+3,101.0%
MPC vs ADSK
+483.4%
+2,617.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -8.3% | +8.6% | +3.2% |
| 7D | +5.4% | -16.4% | +21.8% | +12.0% |
| 30D | +31.0% | -9.2% | +40.2% | +34.8% |
| 3M | +46.0% | -6.7% | +52.8% | +47.7% |
| 6M | +77.3% | -15.5% | +92.8% | +84.4% |
| YTD | +141.9% | -26.4% | +168.3% | +162.6% |
| 1Y | +120.9% | -31.9% | +152.8% | +146.5% |
| 3Y | +182.7% | -1.0% | +183.6% | +166.0% |
| 5Y | +646.4% | -24.5% | +671.0% | +634.6% |
| 10Y | +1,138.7% | +220.4% | +918.3% | +552.8% |
| All | +3,101.0% | +483.4% | +2,617.6% | +1,182.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling