+191.7%
MPC vs APD
+27.3%
+164.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.0% | +2.6% | +4.1% |
| 7D | -9.4% | -1.6% | -7.8% | -9.1% |
| 30D | -14.3% | +10.6% | -24.9% | -16.4% |
| 3M | +31.1% | +2.5% | +28.6% | +30.3% |
| 6M | +60.3% | +6.0% | +54.3% | +57.7% |
| YTD | +142.5% | +28.4% | +114.1% | +126.2% |
| 1Y | +104.6% | +22.2% | +82.4% | +93.1% |
| 3Y | +191.7% | +26.6% | +165.1% | +182.5% |
| All | +191.7% | +27.3% | +164.4% | +182.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling