+642.2%
MPC vs APTV
-67.9%
+710.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.7% | -0.4% |
| 7D | +5.4% | +4.8% | +0.6% | +4.3% |
| 30D | +31.0% | +2.0% | +29.0% | +30.1% |
| 3M | +46.0% | -34.2% | +80.3% | +59.7% |
| 6M | +77.3% | -34.7% | +112.0% | +93.0% |
| YTD | +141.9% | -37.0% | +178.9% | +165.1% |
| 1Y | +120.9% | -40.4% | +161.3% | +145.2% |
| 3Y | +182.7% | -54.1% | +236.8% | +226.4% |
| All | +642.2% | -67.9% | +710.1% | +793.2% |
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