+306.4%
APH vs MPC
+554.2%
-247.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.9% | -0.9% |
| 7D | -5.0% | -8.8% | +3.8% | -3.7% |
| 30D | -8.4% | -14.4% | +6.0% | -6.4% |
| 3M | -4.5% | +21.9% | -26.4% | -7.9% |
| 6M | +25.3% | +60.1% | -34.9% | +15.1% |
| YTD | +18.9% | +142.3% | -123.4% | -1.6% |
| 1Y | +11.9% | +101.7% | -89.8% | -3.1% |
| 3Y | +278.0% | +184.8% | +93.2% | +192.7% |
| 5Y | +306.4% | +564.6% | -258.2% | +145.3% |
| All | +306.4% | +554.2% | -247.8% | +145.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling