+259.1%
MP vs APD
+57.8%
+201.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.9% | -7.0% | -6.0% |
| 7D | -12.5% | +3.8% | -16.3% | -14.1% |
| 30D | -23.3% | +14.1% | -37.4% | -28.1% |
| 3M | -24.4% | +8.2% | -32.6% | -27.2% |
| 6M | -45.8% | +7.5% | -53.3% | -48.0% |
| YTD | -28.9% | +31.7% | -60.6% | -38.8% |
| 1Y | -34.6% | +35.1% | -69.7% | -45.1% |
| 3Y | +118.7% | +16.8% | +101.9% | +92.5% |
| 5Y | -3.1% | +19.4% | -22.4% | -21.1% |
| All | +259.1% | +57.8% | +201.3% | +187.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling