+167.0%
MPC vs APA
+21.0%
+146.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.3% | -1.6% | -2.9% |
| 7D | -12.8% | -15.6% | +2.8% | -6.1% |
| 30D | -12.7% | -0.9% | -11.8% | -12.4% |
| 3M | +27.1% | +26.1% | +1.0% | +14.6% |
| 6M | +45.8% | +6.1% | +39.7% | +41.0% |
| YTD | +134.7% | +82.8% | +51.9% | +79.1% |
| 1Y | +106.0% | +106.5% | -0.4% | +48.8% |
| All | +167.0% | +21.0% | +146.0% | +140.6% |
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