+883.4%
APH vs MPC
+1,096.9%
-213.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.2% | +5.3% | +4.4% |
| 7D | -5.9% | -16.2% | +10.2% | -1.6% |
| 30D | -14.8% | -15.7% | +0.9% | -11.3% |
| 3M | -12.4% | +24.9% | -37.3% | -18.1% |
| 6M | +8.1% | +52.7% | -44.6% | -4.8% |
| YTD | +10.9% | +131.9% | -120.9% | -14.6% |
| 1Y | +8.8% | +96.6% | -87.9% | -12.2% |
| 3Y | +262.1% | +163.8% | +98.3% | +161.1% |
| 5Y | +283.1% | +533.1% | -250.0% | +104.7% |
| All | +883.4% | +1,096.9% | -213.5% | +318.6% |
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