+528.8%
APP vs MPC
+727.5%
-198.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.6% | +0.2% | +3.8% |
| 7D | +79.2% | -9.4% | +88.6% | +82.6% |
| 30D | +48.0% | -14.3% | +62.3% | +52.5% |
| 3M | +18.2% | +31.1% | -12.9% | +6.6% |
| 6M | -12.5% | +60.3% | -72.8% | -26.7% |
| YTD | -39.2% | +142.5% | -181.7% | -56.5% |
| 1Y | -33.9% | +104.6% | -138.4% | -49.8% |
| 3Y | +933.3% | +191.7% | +741.6% | +575.6% |
| 5Y | +295.9% | +549.2% | -253.3% | +100.1% |
| All | +528.8% | +727.5% | -198.7% | +194.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling