+264.6%
MP vs APTV
-49.5%
+314.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.6% | -2.9% |
| 7D | -3.6% | -4.3% | +0.7% | -1.5% |
| 30D | -21.0% | -9.7% | -11.3% | -16.7% |
| 3M | -33.3% | -20.6% | -12.7% | -24.7% |
| 6M | -45.9% | -31.7% | -14.2% | -35.8% |
| YTD | -27.8% | -48.0% | +20.2% | -1.6% |
| 1Y | -43.2% | -52.1% | +8.9% | -18.8% |
| 3Y | +144.0% | -47.9% | +191.9% | +207.6% |
| 5Y | -6.1% | -76.9% | +70.8% | +111.1% |
| All | +264.6% | -49.5% | +314.1% | +409.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 10y: compounded portfolio wealth divided by compounded APTV 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…
10y analysis · Full analysis span regression · 6 months rolling