+237.4%
MP vs APO
+158.9%
+78.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.5% | -1.6% | -3.7% |
| 7D | -19.0% | -1.1% | -17.9% | -18.9% |
| 30D | -30.5% | +1.1% | -31.6% | -31.4% |
| 3M | -29.6% | -9.2% | -20.3% | -26.5% |
| 6M | -50.4% | -9.2% | -41.2% | -48.7% |
| YTD | -33.2% | -18.0% | -15.2% | -27.9% |
| 1Y | -38.6% | -10.9% | -27.7% | -36.8% |
| 3Y | +105.5% | +44.4% | +61.0% | +41.4% |
| 5Y | -7.8% | +67.9% | -75.8% | -46.5% |
| All | +237.4% | +158.9% | +78.5% | +59.7% |
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