+254.1%
MP vs APD
+50.9%
+203.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.5% | +6.5% | +5.7% |
| 7D | -10.5% | -3.7% | -6.9% | -9.0% |
| 30D | -23.5% | +9.6% | -33.1% | -26.9% |
| 3M | -25.4% | +1.6% | -27.1% | -26.1% |
| 6M | -51.3% | +2.2% | -53.4% | -52.1% |
| YTD | -29.9% | +25.9% | -55.8% | -38.3% |
| 1Y | -31.8% | +20.1% | -52.0% | -38.9% |
| 3Y | +127.0% | +12.4% | +114.6% | +103.2% |
| 5Y | -3.3% | +11.1% | -14.4% | -18.8% |
| All | +254.1% | +50.9% | +203.2% | +190.0% |
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