+653.5%
APP vs MPC
+181.4%
+472.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.1% |
| 7D | +0.9% | +5.4% | -4.6% | -0.6% |
| 30D | -23.3% | +31.0% | -54.2% | -29.5% |
| 3M | -42.6% | +46.0% | -88.7% | -49.5% |
| 6M | -33.6% | +77.3% | -110.9% | -46.4% |
| YTD | -52.4% | +141.9% | -194.3% | -66.3% |
| 1Y | -35.9% | +120.9% | -156.8% | -53.0% |
| All | +653.5% | +181.4% | +472.2% | +380.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling