+287.6%
MP vs APD
+57.7%
+229.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.4% |
| 7D | +9.5% | +3.8% | +5.6% | +7.6% |
| 30D | -3.0% | +8.2% | -11.2% | -6.6% |
| 3M | -30.4% | +4.3% | -34.6% | -31.8% |
| 6M | -39.2% | +4.7% | -43.9% | -40.8% |
| YTD | -23.3% | +31.5% | -54.8% | -33.9% |
| 1Y | -32.6% | +23.5% | -56.2% | -40.3% |
| 3Y | +159.3% | +29.1% | +130.1% | +117.3% |
| 5Y | -16.4% | +15.9% | -32.3% | -31.2% |
| All | +287.6% | +57.7% | +229.9% | +211.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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