+534.5%
MPC vs APTV
-77.0%
+611.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.2% | -0.5% |
| 7D | -16.2% | -10.2% | -6.0% | -14.4% |
| 30D | -15.7% | -10.8% | -4.9% | -13.8% |
| 3M | +24.9% | -14.8% | +39.7% | +28.6% |
| 6M | +52.7% | -30.6% | +83.2% | +62.1% |
| YTD | +131.9% | -48.2% | +180.0% | +163.7% |
| 1Y | +96.6% | -52.0% | +148.6% | +128.1% |
| 3Y | +163.8% | -47.0% | +210.8% | +186.0% |
| All | +534.5% | -77.0% | +611.5% | +753.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling