+585.0%
APH vs MP
+262.7%
+322.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -5.1% | -1.1% | -5.5% |
| 7D | -2.4% | -12.5% | +10.1% | -0.7% |
| 30D | -9.5% | -23.3% | +13.9% | -6.4% |
| 3M | -7.6% | -24.4% | +16.7% | -4.5% |
| 6M | +12.4% | -45.8% | +58.1% | +20.4% |
| YTD | +17.5% | -28.9% | +46.4% | +20.7% |
| 1Y | +16.4% | -34.6% | +51.0% | +20.5% |
| 3Y | +281.6% | +118.7% | +162.9% | +213.9% |
| 5Y | +317.7% | -3.1% | +320.8% | +273.4% |
| All | +585.0% | +262.7% | +322.3% | +420.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling