-24.4%
MP vs APD
+9.6%
-34.0%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.9% | -7.0% | -5.9% |
| 7D | -12.5% | +3.8% | -16.3% | -14.3% |
| 30D | -23.3% | +14.1% | -37.4% | -29.6% |
| 3M | -24.4% | +8.2% | -32.6% | -26.9% |
| All | -24.4% | +9.6% | -34.0% | -26.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling