+445.3%
MP vs APO
+195.1%
+250.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.7% |
| 7D | -2.9% | -1.0% | -1.8% | -2.4% |
| 30D | +13.8% | +3.5% | +10.4% | +11.5% |
| 3M | -16.7% | +4.5% | -21.2% | -19.2% |
| 6M | -11.5% | +22.8% | -34.3% | -22.3% |
| YTD | +7.9% | -6.5% | +14.4% | +9.4% |
| 1Y | -15.0% | +0.8% | -15.9% | -18.1% |
| 3Y | +153.5% | +62.0% | +91.6% | +64.6% |
| 5Y | +58.7% | +138.2% | -79.6% | -21.8% |
| All | +445.3% | +195.1% | +250.2% | +142.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling