+267.3%
MP vs APA
+296.7%
-29.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.6% | -2.8% | -0.4% |
| 7D | +2.3% | +5.1% | -2.8% | +0.8% |
| 30D | -15.3% | +0.3% | -15.6% | -15.6% |
| 3M | -33.5% | +15.6% | -49.2% | -37.2% |
| 6M | -45.5% | +28.9% | -74.4% | -50.9% |
| YTD | -27.3% | +96.6% | -123.8% | -44.9% |
| 1Y | -40.7% | +95.5% | -136.2% | -55.2% |
| 3Y | +145.9% | +41.8% | +104.0% | +98.8% |
| 5Y | -13.9% | +85.4% | -99.3% | -38.6% |
| All | +267.3% | +296.7% | -29.4% | +109.2% |
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