-55.4%
APP vs MPC
+122.9%
-178.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -8.1% | +18.8% | +9.1% |
| 7D | +4.5% | -10.9% | +15.4% | +2.7% |
| 30D | -3.6% | -9.4% | +5.8% | -5.1% |
| 3M | -35.3% | +26.0% | -61.2% | -34.8% |
| 6M | -42.8% | +56.5% | -99.3% | -42.9% |
| YTD | -59.7% | +144.3% | -203.9% | -59.1% |
| 1Y | -55.4% | +117.2% | -172.6% | -54.3% |
| All | -55.4% | +122.9% | -178.3% | -54.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling