+199.8%
MPC vs APA
+45.9%
+153.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.3% |
| 7D | +11.2% | +8.5% | +2.7% | +7.4% |
| 30D | -14.5% | +2.8% | -17.3% | -15.6% |
| 3M | +16.7% | +21.7% | -5.0% | +6.9% |
| 6M | +67.6% | +32.6% | +34.9% | +47.2% |
| YTD | +157.9% | +103.7% | +54.2% | +88.0% |
| 1Y | +116.7% | +101.8% | +14.9% | +58.1% |
| 3Y | +199.8% | +48.1% | +151.7% | +143.4% |
| All | +199.8% | +45.9% | +153.8% | +143.4% |
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 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