+1,079.5%
MPC vs APD
+185.9%
+893.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.4% |
| 7D | -16.2% | -3.7% | -12.5% | -14.5% |
| 30D | -15.7% | +9.6% | -25.3% | -20.1% |
| 3M | +24.9% | +1.6% | +23.3% | +23.2% |
| 6M | +52.7% | +2.2% | +50.5% | +49.0% |
| YTD | +131.9% | +25.9% | +106.0% | +99.0% |
| 1Y | +96.6% | +20.1% | +76.5% | +72.4% |
| 3Y | +163.8% | +12.4% | +151.4% | +129.8% |
| 5Y | +533.1% | +11.1% | +522.0% | +438.2% |
| All | +1,079.5% | +185.9% | +893.6% | +392.0% |
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