+616.6%
APH vs MP
+450.8%
+165.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.7% |
| 7D | +5.0% | -2.9% | +7.8% | +5.3% |
| 30D | -3.9% | +13.8% | -17.7% | -5.6% |
| 3M | +13.0% | -16.7% | +29.7% | +15.0% |
| 6M | +25.2% | -11.5% | +36.6% | +25.5% |
| YTD | +22.9% | +7.9% | +15.0% | +19.8% |
| 1Y | +47.8% | -15.0% | +62.9% | +46.4% |
| 3Y | +283.0% | +153.5% | +129.5% | +209.8% |
| 5Y | +349.7% | +58.7% | +291.0% | +278.5% |
| All | +616.6% | +450.8% | +165.8% | +416.6% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling