+262.1%
APH vs MPC
+160.2%
+101.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.2% | +5.3% | +4.2% |
| 7D | -5.9% | -16.2% | +10.2% | -4.6% |
| 30D | -14.8% | -15.7% | +0.9% | -13.7% |
| 3M | -12.4% | +24.9% | -37.3% | -14.6% |
| 6M | +8.1% | +52.7% | -44.6% | +2.9% |
| YTD | +10.9% | +131.9% | -120.9% | -4.2% |
| 1Y | +8.8% | +96.6% | -87.9% | -2.0% |
| 3Y | +262.1% | +163.8% | +98.3% | +197.9% |
| All | +262.1% | +160.2% | +101.9% | +197.9% |
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