+1,120.0%
MPC vs APD
+164.4%
+955.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.9% |
| 7D | +5.4% | -2.2% | +7.7% | +6.7% |
| 30D | +31.0% | +2.1% | +28.9% | +29.3% |
| 3M | +46.0% | +7.2% | +38.9% | +39.2% |
| 6M | +77.3% | +11.2% | +66.1% | +64.9% |
| YTD | +141.9% | +24.4% | +117.5% | +109.8% |
| 1Y | +120.9% | +6.7% | +114.3% | +107.8% |
| 3Y | +182.7% | +9.2% | +173.4% | +150.9% |
| 5Y | +646.4% | +27.4% | +619.1% | +465.1% |
| All | +1,120.0% | +164.4% | +955.6% | +431.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling