+546.7%
APH vs MP
+257.7%
+289.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.9% | -0.8% | +3.5% |
| 7D | -5.9% | -10.5% | +4.6% | -4.5% |
| 30D | -14.8% | -23.5% | +8.7% | -11.8% |
| 3M | -12.4% | -25.4% | +13.0% | -9.3% |
| 6M | +8.1% | -51.3% | +59.3% | +17.4% |
| YTD | +10.9% | -29.9% | +40.9% | +14.2% |
| 1Y | +8.8% | -31.8% | +40.6% | +12.2% |
| 3Y | +262.1% | +127.0% | +135.1% | +196.4% |
| 5Y | +283.1% | -3.3% | +286.4% | +243.0% |
| All | +546.7% | +257.7% | +289.0% | +392.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling