+3,298.1%
MPC vs ADSK
+594.7%
+2,703.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.6% |
| 7D | +9.4% | -3.6% | +13.0% | +10.8% |
| 30D | -13.4% | +12.6% | -26.1% | -17.4% |
| 3M | +18.9% | +4.0% | +14.9% | +15.6% |
| 6M | +64.9% | +10.5% | +54.4% | +55.5% |
| YTD | +156.8% | -12.3% | +169.1% | +159.8% |
| 1Y | +113.2% | -14.0% | +127.2% | +117.1% |
| 3Y | +201.8% | +23.2% | +178.6% | +161.0% |
| 5Y | +601.4% | -21.2% | +622.6% | +582.8% |
| 10Y | +1,166.0% | +251.6% | +914.4% | +541.5% |
| All | +3,298.1% | +594.7% | +2,703.4% | +1,168.5% |
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