-40.7%
MP vs APTV
-52.3%
+11.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | +2.3% | -8.9% | +11.2% | +4.0% |
| 30D | -15.3% | -9.5% | -5.8% | -13.8% |
| 3M | -33.5% | -20.6% | -12.9% | -30.8% |
| 6M | -45.5% | -28.9% | -16.6% | -42.4% |
| YTD | -27.3% | -48.2% | +20.9% | -25.3% |
| 1Y | -40.7% | -51.7% | +11.0% | -39.5% |
| All | -40.7% | -52.3% | +11.6% | -39.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling