+143.9%
MP vs APTV
-47.6%
+191.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.6% | -3.1% |
| 7D | -3.6% | -4.3% | +0.7% | -2.3% |
| 30D | -21.0% | -9.7% | -11.3% | -18.3% |
| 3M | -33.3% | -20.6% | -12.7% | -28.0% |
| 6M | -45.9% | -31.7% | -14.2% | -39.6% |
| YTD | -27.8% | -48.0% | +20.2% | -12.0% |
| 1Y | -43.2% | -52.1% | +8.9% | -28.3% |
| All | +143.9% | -47.6% | +191.5% | +164.7% |
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