+237.4%
MP vs APTV
-47.8%
+285.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -5.6% | -0.5% | -3.0% |
| 7D | -19.0% | -8.1% | -10.9% | -15.3% |
| 30D | -30.5% | -8.7% | -21.8% | -27.1% |
| 3M | -29.6% | -13.1% | -16.5% | -24.3% |
| 6M | -50.4% | -25.5% | -24.9% | -44.0% |
| YTD | -33.2% | -46.3% | +13.1% | -10.5% |
| 1Y | -38.6% | -51.1% | +12.6% | -12.9% |
| 3Y | +105.5% | -47.3% | +152.8% | +158.5% |
| 5Y | -7.8% | -76.7% | +68.8% | +106.7% |
| All | +237.4% | -47.8% | +285.2% | +363.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling