-6.1%
MP vs APD
+12.4%
-18.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.4% | +0.5% | +1.8% |
| 7D | -3.6% | -0.2% | -3.4% | -3.5% |
| 30D | -21.0% | +11.0% | -32.0% | -25.1% |
| 3M | -33.3% | +1.3% | -34.6% | -33.8% |
| 6M | -45.9% | +6.4% | -52.3% | -47.9% |
| YTD | -27.8% | +28.9% | -56.8% | -37.8% |
| 1Y | -43.2% | +23.2% | -66.4% | -50.1% |
| 3Y | +144.0% | +26.3% | +117.7% | +102.8% |
| 5Y | -6.1% | +12.0% | -18.1% | -32.9% |
| All | -6.1% | +12.4% | -18.5% | -32.9% |
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 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