+117.2%
MPC vs APD
+36.4%
+80.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.9% | -10.0% | -8.3% |
| 7D | -10.9% | +3.8% | -14.7% | -11.3% |
| 30D | -9.4% | +14.1% | -23.5% | -10.9% |
| 3M | +26.0% | +8.2% | +17.8% | +24.8% |
| 6M | +56.5% | +7.5% | +49.0% | +55.9% |
| YTD | +144.3% | +31.7% | +112.6% | +132.8% |
| 1Y | +117.2% | +35.1% | +82.2% | +103.5% |
| All | +117.2% | +36.4% | +80.9% | +103.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 1y: compounded portfolio wealth divided by compounded APD 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…
1y analysis · Full analysis span regression · 6 months rolling