+101.7%
MPC vs APTV
-52.9%
+154.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | -0.1% |
| 7D | -8.8% | -4.3% | -4.6% | -8.9% |
| 30D | -14.4% | -9.7% | -4.7% | -14.6% |
| 3M | +21.9% | -20.6% | +42.5% | +21.3% |
| 6M | +60.1% | -31.7% | +91.8% | +60.2% |
| YTD | +142.3% | -48.0% | +190.3% | +152.8% |
| 1Y | +101.7% | -52.1% | +153.8% | +112.7% |
| All | +101.7% | -52.9% | +154.6% | +112.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling