+446.2%
APP vs MPC
+700.9%
-254.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -3.9% | +35.0% | +31.9% |
| 7D | +39.7% | -12.8% | +52.5% | +43.4% |
| 30D | +27.7% | -12.7% | +40.5% | +30.7% |
| 3M | -14.8% | +27.1% | -41.8% | -22.6% |
| 6M | -25.5% | +45.8% | -71.3% | -35.9% |
| YTD | -47.2% | +134.7% | -181.9% | -61.9% |
| 1Y | -42.3% | +106.0% | -148.3% | -56.5% |
| 3Y | +806.8% | +165.5% | +641.3% | +508.2% |
| 5Y | +261.6% | +540.9% | -279.3% | +83.4% |
| All | +446.2% | +700.9% | -254.7% | +157.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling