+653.2%
APH vs MDB
+848.0%
-194.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.7% | +1.4% | +3.7% |
| 7D | -5.9% | -11.4% | +5.4% | -4.2% |
| 30D | -14.8% | -13.8% | -1.0% | -12.9% |
| 3M | -12.4% | -15.5% | +3.0% | -11.2% |
| 6M | +8.1% | +17.9% | -9.9% | +2.9% |
| YTD | +10.9% | -25.5% | +36.4% | +12.2% |
| 1Y | +8.8% | -12.1% | +20.9% | +6.8% |
| 3Y | +262.1% | -5.9% | +267.9% | +234.0% |
| 5Y | +283.1% | -43.7% | +326.8% | +252.4% |
| All | +653.2% | +848.0% | -194.8% | +337.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 10y: compounded portfolio wealth divided by compounded MDB 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…
10y analysis · Full analysis span regression · 6 months rolling