+199.8%
MPC vs APTV
-48.7%
+248.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +11.2% | -1.7% | +13.0% | +11.5% |
| 30D | -14.5% | -11.6% | -2.9% | -13.1% |
| 3M | +16.7% | -21.2% | +37.9% | +20.5% |
| 6M | +67.6% | -28.5% | +96.1% | +73.4% |
| YTD | +157.9% | -49.1% | +207.0% | +186.9% |
| 1Y | +116.7% | -52.2% | +168.8% | +144.6% |
| 3Y | +199.8% | -48.6% | +248.4% | +195.8% |
| All | +199.8% | -48.7% | +248.5% | +195.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling