+453.5%
APH vs MPC
+1,131.7%
-678.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +4.2% | -52.0% | -48.8% |
| 7D | -48.7% | +7.0% | -55.7% | -50.1% |
| 30D | -51.9% | +31.0% | -82.9% | -55.7% |
| 3M | -43.6% | +46.0% | -89.6% | -49.7% |
| 6M | -37.5% | +77.3% | -114.8% | -47.8% |
| YTD | -38.6% | +141.9% | -180.5% | -53.4% |
| 1Y | -26.3% | +120.9% | -147.2% | -42.6% |
| 3Y | +89.2% | +182.7% | -93.5% | +33.2% |
| 5Y | +119.8% | +646.4% | -526.6% | +11.4% |
| All | +453.5% | +1,131.7% | -678.2% | +123.2% |
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