+391.7%
APP vs MPC
+725.4%
-333.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.1% |
| 7D | +0.9% | +5.4% | -4.6% | -0.7% |
| 30D | -23.3% | +31.0% | -54.2% | -29.6% |
| 3M | -42.6% | +46.0% | -88.7% | -49.5% |
| 6M | -33.6% | +77.3% | -110.9% | -45.9% |
| YTD | -52.4% | +141.9% | -194.3% | -65.3% |
| 1Y | -35.9% | +120.9% | -156.8% | -51.9% |
| 3Y | +642.2% | +182.7% | +459.5% | +397.6% |
| 5Y | +311.1% | +646.4% | -335.4% | +106.4% |
| All | +391.7% | +725.4% | -333.8% | +134.7% |
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