+564.6%
MPC vs APA
+76.3%
+488.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.7% |
| 7D | -8.8% | -5.5% | -3.3% | -6.4% |
| 30D | -14.4% | -1.2% | -13.2% | -14.0% |
| 3M | +21.9% | +10.6% | +11.4% | +16.2% |
| 6M | +60.1% | +28.4% | +31.7% | +42.0% |
| YTD | +142.3% | +89.7% | +52.6% | +79.2% |
| 1Y | +101.7% | +90.6% | +11.1% | +48.4% |
| 3Y | +184.8% | +36.9% | +147.9% | +130.3% |
| 5Y | +564.6% | +83.2% | +481.4% | +349.2% |
| All | +564.6% | +76.3% | +488.3% | +349.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling