-15.1%
MP vs APO
+67.1%
-82.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.4% | +5.2% |
| 7D | -10.5% | +0.8% | -11.3% | -11.4% |
| 30D | -23.5% | +1.0% | -24.6% | -24.5% |
| 3M | -25.4% | -8.4% | -17.0% | -22.5% |
| 6M | -51.3% | -9.1% | -42.2% | -49.6% |
| YTD | -29.9% | -18.3% | -11.6% | -23.9% |
| 1Y | -31.8% | -8.0% | -23.9% | -31.3% |
| 3Y | +127.0% | +47.1% | +79.9% | +44.3% |
| All | -15.1% | +67.1% | -82.1% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APO.
Daily Out/Under-Performance
Portfolio return minus APO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APO 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 APO 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