-7.8%
MP vs APD
+15.3%
-23.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.9% | -3.1% | -4.6% |
| 7D | -19.0% | -0.7% | -18.2% | -18.7% |
| 30D | -30.5% | +10.1% | -40.6% | -33.9% |
| 3M | -29.6% | +4.9% | -34.5% | -31.3% |
| 6M | -50.4% | +2.5% | -52.9% | -51.3% |
| YTD | -33.2% | +27.8% | -61.0% | -42.2% |
| 1Y | -38.6% | +32.9% | -71.4% | -48.8% |
| 3Y | +105.5% | +13.4% | +92.1% | +82.0% |
| 5Y | -7.8% | +12.8% | -20.7% | -30.6% |
| All | -7.8% | +15.3% | -23.1% | -30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling