+1,171.8%
MPC vs APD
+191.9%
+979.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +11.2% | +3.8% | +7.4% | +9.0% |
| 30D | -14.5% | +8.2% | -22.7% | -18.3% |
| 3M | +16.7% | +4.3% | +12.4% | +13.6% |
| 6M | +67.6% | +4.7% | +62.9% | +61.5% |
| YTD | +157.9% | +31.5% | +126.4% | +116.1% |
| 1Y | +116.7% | +23.5% | +93.1% | +87.3% |
| 3Y | +199.8% | +29.1% | +170.6% | +140.4% |
| 5Y | +604.4% | +15.9% | +588.5% | +485.8% |
| All | +1,171.8% | +191.9% | +979.9% | +391.7% |
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