-10.9%
MP vs APA
+94.1%
-104.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.6% | +1.9% | +3.0% |
| 7D | +9.5% | +8.5% | +0.9% | +6.8% |
| 30D | -3.0% | +2.8% | -5.8% | -4.0% |
| 3M | -30.4% | +21.7% | -52.1% | -35.2% |
| 6M | -39.2% | +32.6% | -71.8% | -45.6% |
| YTD | -23.3% | +103.7% | -127.0% | -43.2% |
| 1Y | -32.6% | +101.8% | -134.4% | -50.1% |
| 3Y | +159.3% | +48.1% | +111.2% | +108.5% |
| All | -10.9% | +94.1% | -104.9% | -41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling