+3,855.4%
MPC vs APTV
+138.4%
+3,717.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +3.1% |
| 7D | +9.4% | -5.0% | +14.4% | +11.8% |
| 30D | -13.4% | -12.3% | -1.1% | -9.0% |
| 3M | +18.9% | -19.9% | +38.8% | +29.3% |
| 6M | +64.9% | -29.4% | +94.3% | +83.3% |
| YTD | +156.8% | -49.0% | +205.8% | +223.6% |
| 1Y | +113.2% | -53.1% | +166.3% | +178.5% |
| 3Y | +201.8% | -48.9% | +250.7% | +255.5% |
| 5Y | +601.4% | -77.2% | +678.6% | +1,063.1% |
| 10Y | +1,166.0% | -26.8% | +1,192.7% | +956.9% |
| All | +3,855.4% | +138.4% | +3,717.0% | +1,977.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling