+254.1%
MP vs APA
+278.8%
-24.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.6% | +2.3% | +4.1% |
| 7D | -10.5% | -15.5% | +5.0% | -5.8% |
| 30D | -23.5% | +2.4% | -25.9% | -24.4% |
| 3M | -25.4% | +22.8% | -48.2% | -30.8% |
| 6M | -51.3% | +17.9% | -69.2% | -54.8% |
| YTD | -29.9% | +87.7% | -117.6% | -46.1% |
| 1Y | -31.8% | +94.2% | -126.0% | -48.4% |
| 3Y | +127.0% | +27.2% | +99.8% | +90.7% |
| 5Y | -3.3% | +74.1% | -77.4% | -29.5% |
| All | +254.1% | +278.8% | -24.7% | +104.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 10y: compounded portfolio wealth divided by compounded APA 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…
10y analysis · Full analysis span regression · 6 months rolling