+333.0%
APP vs MPC
+645.9%
-313.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -29.8% |
| 3M | -42.6% | +46.0% | -88.7% | -49.7% |
| 6M | -33.6% | +77.3% | -110.9% | -46.3% |
| YTD | -52.4% | +141.9% | -194.3% | -65.8% |
| 1Y | -35.9% | +120.9% | -156.8% | -52.5% |
| 3Y | +642.2% | +182.7% | +459.5% | +387.7% |
| All | +333.0% | +645.9% | -313.0% | +94.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling