+3,005.7%
MPC vs APA
-48.7%
+3,054.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.3% | -1.6% | -3.0% |
| 7D | -12.8% | -15.6% | +2.8% | -6.5% |
| 30D | -12.7% | -0.9% | -11.8% | -12.4% |
| 3M | +27.1% | +26.1% | +1.0% | +15.3% |
| 6M | +45.8% | +6.1% | +39.7% | +41.2% |
| YTD | +134.7% | +82.8% | +51.9% | +81.2% |
| 1Y | +106.0% | +106.5% | -0.4% | +50.9% |
| 3Y | +165.5% | +21.9% | +143.6% | +129.4% |
| 5Y | +540.9% | +69.7% | +471.2% | +363.1% |
| 10Y | +1,133.6% | 0.0% | +1,133.6% | +714.0% |
| All | +3,005.7% | -48.7% | +3,054.4% | +2,907.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling