-40.7%
MP vs APA
+95.1%
-135.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.6% | -2.8% | +1.1% |
| 7D | +2.3% | +5.1% | -2.8% | +2.7% |
| 30D | -15.3% | +0.3% | -15.6% | -15.2% |
| 3M | -33.5% | +15.6% | -49.2% | -32.2% |
| 6M | -45.5% | +28.9% | -74.4% | -43.8% |
| YTD | -27.3% | +96.6% | -123.8% | -28.9% |
| 1Y | -40.7% | +95.5% | -136.2% | -41.9% |
| All | -40.7% | +95.1% | -135.8% | -41.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling