+58.1%
MP vs APTV
-67.9%
+126.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.1% | -1.7% | -0.2% |
| 7D | -2.9% | +4.8% | -7.7% | -5.3% |
| 30D | +13.8% | +2.0% | +11.8% | +12.8% |
| 3M | -16.7% | -34.2% | +17.5% | +2.6% |
| 6M | -11.5% | -34.7% | +23.2% | +7.8% |
| YTD | +7.9% | -37.0% | +44.9% | +31.8% |
| 1Y | -15.0% | -40.4% | +25.4% | +6.3% |
| 3Y | +153.5% | -54.1% | +207.6% | +261.5% |
| All | +58.1% | -67.9% | +126.0% | +193.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling