+503.8%
APP vs MPC
+776.3%
-272.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.5% | -5.2% | -3.3% |
| 7D | +10.6% | +9.4% | +1.1% | +8.3% |
| 30D | +44.6% | -13.4% | +58.0% | +49.0% |
| 3M | +29.6% | +18.9% | +10.7% | +21.3% |
| 6M | -19.8% | +64.9% | -84.7% | -33.1% |
| YTD | -41.6% | +156.8% | -198.4% | -58.8% |
| 1Y | -32.7% | +113.2% | -145.9% | -49.2% |
| 3Y | +799.0% | +201.8% | +597.2% | +484.0% |
| 5Y | +250.4% | +601.4% | -351.0% | +73.8% |
| All | +503.8% | +776.3% | -272.5% | +179.3% |
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 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