+248.7%
APH vs MP
+450.8%
-202.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -0.4% | -47.4% | -47.7% |
| 7D | -48.7% | -7.6% | -41.1% | -48.2% |
| 30D | -51.9% | +13.8% | -65.8% | -52.8% |
| 3M | -43.6% | -16.7% | -26.9% | -42.5% |
| 6M | -37.5% | -11.5% | -26.0% | -37.3% |
| YTD | -38.6% | +7.9% | -46.6% | -40.2% |
| 1Y | -26.3% | -15.0% | -11.3% | -27.0% |
| 3Y | +89.2% | +153.5% | -64.3% | +53.1% |
| 5Y | +119.8% | +58.7% | +61.1% | +85.1% |
| All | +248.7% | +450.8% | -202.1% | +151.5% |
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