+540.9%
MPC vs APD
+15.3%
+525.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.9% | -1.0% | -3.0% |
| 7D | -12.8% | -0.7% | -12.0% | -12.6% |
| 30D | -12.7% | +10.1% | -22.9% | -15.3% |
| 3M | +27.1% | +4.9% | +22.2% | +25.1% |
| 6M | +45.8% | +2.5% | +43.3% | +44.2% |
| YTD | +134.7% | +27.8% | +106.9% | +115.7% |
| 1Y | +106.0% | +32.9% | +73.2% | +86.1% |
| 3Y | +165.5% | +13.4% | +152.1% | +152.2% |
| 5Y | +540.9% | +12.8% | +528.1% | +473.4% |
| All | +540.9% | +15.3% | +525.6% | +473.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling