+287.6%
MP vs APTV
-50.5%
+338.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.6% |
| 7D | +9.5% | -1.7% | +11.2% | +10.6% |
| 30D | -3.0% | -11.6% | +8.6% | +3.4% |
| 3M | -30.4% | -21.2% | -9.2% | -21.1% |
| 6M | -39.2% | -28.5% | -10.7% | -29.8% |
| YTD | -23.3% | -49.1% | +25.8% | +5.7% |
| 1Y | -32.6% | -52.2% | +19.6% | -3.8% |
| 3Y | +159.3% | -48.6% | +207.9% | +228.9% |
| 5Y | -16.4% | -77.3% | +60.8% | +89.3% |
| All | +287.6% | -50.5% | +338.1% | +447.6% |
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