+104.7%
MPC vs APA
+95.1%
+9.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.6% | -0.2% | +1.8% |
| 7D | +2.6% | +5.1% | -2.5% | +0.3% |
| 30D | -12.2% | +0.3% | -12.5% | -12.3% |
| 3M | +20.1% | +15.6% | +4.4% | +12.3% |
| 6M | +60.6% | +28.9% | +31.7% | +42.8% |
| YTD | +150.6% | +96.6% | +54.0% | +90.6% |
| 1Y | +104.7% | +95.5% | +9.1% | +56.4% |
| All | +104.7% | +95.1% | +9.5% | +56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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