+127.0%
MP vs APTV
-49.5%
+176.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.5% | +8.4% | +6.1% |
| 7D | -10.5% | -10.2% | -0.3% | -7.4% |
| 30D | -23.5% | -10.8% | -12.7% | -20.6% |
| 3M | -25.4% | -14.8% | -10.6% | -21.4% |
| 6M | -51.3% | -30.6% | -20.7% | -46.0% |
| YTD | -29.9% | -48.2% | +18.3% | -14.5% |
| 1Y | -31.8% | -52.0% | +20.1% | -14.1% |
| 3Y | +127.0% | -47.0% | +174.0% | +148.8% |
| All | +127.0% | -49.5% | +176.5% | +148.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling