+16.4%
APH vs MP
-35.7%
+52.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -5.1% | -1.1% | -5.0% |
| 7D | -2.4% | -12.5% | +10.1% | +0.7% |
| 30D | -9.5% | -23.3% | +13.9% | -4.0% |
| 3M | -7.6% | -24.4% | +16.7% | -2.3% |
| 6M | +12.4% | -45.8% | +58.1% | +26.5% |
| YTD | +17.5% | -28.9% | +46.4% | +17.6% |
| 1Y | +16.4% | -34.6% | +51.0% | +18.8% |
| All | +16.4% | -35.7% | +52.1% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 1y: compounded portfolio wealth divided by compounded MP 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…
1y analysis · Full analysis span regression · 6 months rolling