+445.3%
MP vs APA
+261.1%
+184.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.2% | +4.6% | +2.4% |
| 7D | -2.9% | +0.5% | -3.4% | -3.1% |
| 30D | +13.8% | +23.4% | -9.6% | +6.1% |
| 3M | -16.7% | +12.7% | -29.4% | -20.7% |
| 6M | -11.5% | +39.4% | -50.9% | -23.6% |
| YTD | +7.9% | +79.0% | -71.0% | -15.2% |
| 1Y | -15.0% | +88.8% | -103.9% | -35.7% |
| 3Y | +153.5% | +6.4% | +147.2% | +128.5% |
| 5Y | +58.7% | +153.0% | -94.3% | +4.6% |
| All | +445.3% | +261.1% | +184.2% | +222.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling