+803.3%
APP vs MPC
+163.4%
+640.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -3.9% | +35.0% | +31.7% |
| 7D | +39.7% | -12.8% | +52.5% | +42.7% |
| 30D | +27.7% | -12.7% | +40.5% | +30.0% |
| 3M | -14.8% | +27.1% | -41.8% | -22.9% |
| 6M | -25.5% | +45.8% | -71.3% | -36.4% |
| YTD | -47.2% | +134.7% | -181.9% | -63.4% |
| 1Y | -42.3% | +106.0% | -148.3% | -57.8% |
| All | +803.3% | +163.4% | +640.0% | +473.9% |
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