+3,626.0%
MPC vs APTV
+194.6%
+3,431.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.7% | -1.0% |
| 7D | +5.4% | +4.8% | +0.6% | +3.3% |
| 30D | +31.0% | +2.0% | +29.0% | +29.3% |
| 3M | +46.0% | -34.2% | +80.3% | +71.4% |
| 6M | +77.3% | -34.7% | +112.0% | +103.9% |
| YTD | +141.9% | -37.0% | +178.9% | +181.1% |
| 1Y | +120.9% | -40.4% | +161.3% | +161.8% |
| 3Y | +182.7% | -54.1% | +236.8% | +256.9% |
| 5Y | +646.4% | -68.0% | +714.5% | +958.0% |
| 10Y | +1,138.7% | -15.5% | +1,154.3% | +879.9% |
| All | +3,626.0% | +194.6% | +3,431.4% | +1,704.0% |
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