+254.1%
MP vs APTV
-49.6%
+303.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.5% | +8.4% | +6.9% |
| 7D | -10.5% | -10.2% | -0.3% | -5.4% |
| 30D | -23.5% | -10.8% | -12.7% | -18.9% |
| 3M | -25.4% | -14.8% | -10.6% | -19.1% |
| 6M | -51.3% | -30.6% | -20.7% | -42.8% |
| YTD | -29.9% | -48.2% | +18.3% | -4.3% |
| 1Y | -31.8% | -52.0% | +20.1% | -2.8% |
| 3Y | +127.0% | -47.0% | +174.0% | +182.0% |
| 5Y | -3.3% | -77.5% | +74.2% | +120.9% |
| All | +254.1% | -49.6% | +303.7% | +395.3% |
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