+127.0%
MP vs APD
+11.7%
+115.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.5% | +6.5% | +5.4% |
| 7D | -10.5% | -3.7% | -6.9% | -9.6% |
| 30D | -23.5% | +9.6% | -33.1% | -25.5% |
| 3M | -25.4% | +1.6% | -27.1% | -25.8% |
| 6M | -51.3% | +2.2% | -53.4% | -51.7% |
| YTD | -29.9% | +25.9% | -55.8% | -34.8% |
| 1Y | -31.8% | +20.1% | -52.0% | -35.8% |
| 3Y | +127.0% | +12.4% | +114.6% | +106.5% |
| All | +127.0% | +11.7% | +115.3% | +106.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling