+247.7%
APH vs MPC
+163.4%
+84.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.9% | -5.4% | -9.0% |
| 7D | -12.7% | -12.8% | 0.0% | -11.8% |
| 30D | -19.2% | -12.7% | -6.4% | -18.4% |
| 3M | -16.7% | +27.1% | -43.8% | -18.9% |
| 6M | +5.1% | +45.8% | -40.6% | +0.8% |
| YTD | +6.6% | +134.7% | -128.1% | -8.1% |
| 1Y | +3.9% | +106.0% | -102.2% | -7.4% |
| All | +247.7% | +163.4% | +84.4% | +185.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling