+3,106.3%
MPC vs ADSK
+596.4%
+2,509.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.3% |
| 7D | -8.8% | +3.1% | -11.9% | -10.1% |
| 30D | -14.4% | +10.5% | -24.9% | -17.8% |
| 3M | +21.9% | +1.6% | +20.4% | +19.6% |
| 6M | +60.1% | +6.4% | +53.7% | +53.0% |
| YTD | +142.3% | -12.1% | +154.4% | +144.9% |
| 1Y | +101.7% | -12.9% | +114.6% | +104.5% |
| 3Y | +184.8% | +23.5% | +161.3% | +146.1% |
| 5Y | +564.6% | -18.9% | +583.5% | +538.7% |
| 10Y | +1,098.3% | +253.9% | +844.4% | +505.8% |
| All | +3,106.3% | +596.4% | +2,509.9% | +1,095.9% |
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 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