-25.5%
APP vs MPC
+48.4%
-73.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -3.9% | +35.0% | +28.8% |
| 7D | +39.7% | -12.8% | +52.5% | +32.9% |
| 30D | +27.7% | -12.7% | +40.5% | +21.8% |
| 3M | -14.8% | +27.1% | -41.8% | -10.7% |
| 6M | -25.5% | +45.8% | -71.3% | -21.3% |
| All | -25.5% | +48.4% | -73.9% | -21.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling