+180.6%
MPC vs APA
+5.6%
+175.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +1.7% |
| 7D | +5.4% | +0.5% | +4.9% | +5.2% |
| 30D | +31.0% | +23.4% | +7.6% | +19.5% |
| 3M | +46.0% | +12.7% | +33.3% | +37.9% |
| 6M | +77.3% | +39.4% | +37.9% | +52.7% |
| YTD | +141.9% | +79.0% | +63.0% | +87.1% |
| 1Y | +120.9% | +88.8% | +32.1% | +65.3% |
| All | +180.6% | +5.6% | +175.0% | +146.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling