+500.0%
APP vs MPC
+691.1%
-191.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.2% | +11.1% | +10.1% |
| 7D | +71.2% | -16.2% | +87.4% | +77.7% |
| 30D | +39.1% | -15.7% | +54.8% | +43.6% |
| 3M | +16.5% | +24.9% | -8.4% | +6.2% |
| 6M | -16.6% | +52.7% | -69.2% | -29.4% |
| YTD | -41.9% | +131.9% | -173.8% | -58.1% |
| 1Y | -37.0% | +96.6% | -133.7% | -51.8% |
| 3Y | +892.4% | +163.8% | +728.7% | +566.2% |
| 5Y | +297.3% | +533.1% | -235.8% | +102.0% |
| All | +500.0% | +691.1% | -191.1% | +184.0% |
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