+116.3%
MP vs APA
+21.0%
+95.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.3% | -3.8% | -5.7% |
| 7D | -19.0% | -15.6% | -3.4% | -16.9% |
| 30D | -30.5% | -0.9% | -29.6% | -30.5% |
| 3M | -29.6% | +26.1% | -55.7% | -32.7% |
| 6M | -50.4% | +6.1% | -56.5% | -51.4% |
| YTD | -33.2% | +82.8% | -116.1% | -44.0% |
| 1Y | -38.6% | +106.5% | -145.1% | -50.5% |
| All | +116.3% | +21.0% | +95.3% | +131.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling