+1,106.2%
MPC vs APTV
-26.1%
+1,132.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.2% | +3.4% | +4.1% |
| 7D | -9.4% | -9.8% | +0.4% | -5.8% |
| 30D | -14.3% | -8.9% | -5.4% | -11.3% |
| 3M | +31.1% | -19.5% | +50.6% | +42.0% |
| 6M | +60.3% | -31.1% | +91.4% | +79.9% |
| YTD | +142.5% | -47.5% | +190.1% | +201.7% |
| 1Y | +104.6% | -52.3% | +156.9% | +165.2% |
| 3Y | +191.7% | -45.2% | +236.9% | +231.4% |
| 5Y | +549.2% | -76.9% | +626.1% | +987.5% |
| 10Y | +1,106.2% | -25.1% | +1,131.3% | +964.5% |
| All | +1,106.2% | -26.1% | +1,132.4% | +964.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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