+153.3%
MP vs APD
+9.1%
+144.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.7% |
| 7D | -2.9% | -2.2% | -0.6% | -2.2% |
| 30D | +13.8% | +2.1% | +11.7% | +13.2% |
| 3M | -16.7% | +7.2% | -23.9% | -18.7% |
| 6M | -11.5% | +11.2% | -22.7% | -14.6% |
| YTD | +7.9% | +24.4% | -16.5% | 0.0% |
| 1Y | -15.0% | +6.7% | -21.7% | -16.8% |
| All | +153.3% | +9.1% | +144.1% | +133.0% |
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 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