+268.0%
APH vs MPC
+551.6%
-283.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.9% | -5.4% | -8.7% |
| 7D | -12.7% | -12.8% | 0.0% | -11.0% |
| 30D | -19.2% | -12.7% | -6.4% | -17.7% |
| 3M | -16.7% | +27.1% | -43.8% | -20.2% |
| 6M | +5.1% | +45.8% | -40.6% | -1.9% |
| YTD | +6.6% | +134.7% | -128.1% | -11.4% |
| 1Y | +3.9% | +106.0% | -102.2% | -10.8% |
| 3Y | +246.0% | +165.5% | +80.5% | +171.7% |
| 5Y | +268.0% | +540.9% | -272.9% | +124.1% |
| All | +268.0% | +551.6% | -283.6% | +124.1% |
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