+944.2%
APH vs MPC
+1,135.0%
-190.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.4% | -4.2% | -1.7% |
| 7D | +0.4% | +2.6% | -2.2% | -0.2% |
| 30D | -8.0% | -12.2% | +4.2% | -5.1% |
| 3M | -5.0% | +20.1% | -25.1% | -10.0% |
| 6M | +29.9% | +60.6% | -30.7% | +13.2% |
| YTD | +18.0% | +150.6% | -132.6% | -10.9% |
| 1Y | +11.3% | +104.7% | -93.3% | -10.9% |
| 3Y | +274.9% | +194.5% | +80.4% | +162.5% |
| 5Y | +300.6% | +582.3% | -281.7% | +109.9% |
| All | +944.2% | +1,135.0% | -190.8% | +333.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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