-42.3%
APP vs MPC
+107.6%
-149.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -3.9% | +35.0% | +29.9% |
| 7D | +39.7% | -12.8% | +52.5% | +36.4% |
| 30D | +27.7% | -12.7% | +40.5% | +24.7% |
| 3M | -14.8% | +27.1% | -41.8% | -14.8% |
| 6M | -25.5% | +45.8% | -71.3% | -26.0% |
| YTD | -47.2% | +134.7% | -181.9% | -46.6% |
| 1Y | -42.3% | +106.0% | -148.3% | -41.3% |
| All | -42.3% | +107.6% | -149.9% | -41.3% |
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