+704.0%
APH vs MDB
+929.6%
-225.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | +11.1% | +11.6% | -0.4% | +9.4% |
| 30D | -7.3% | -8.9% | +1.6% | -6.0% |
| 3M | -6.2% | -22.4% | +16.2% | -3.5% |
| 6M | +24.9% | +10.1% | +14.9% | +20.4% |
| YTD | +18.4% | -19.0% | +37.5% | +18.3% |
| 1Y | +13.0% | -7.0% | +20.0% | +10.1% |
| 3Y | +276.4% | -9.8% | +286.2% | +249.8% |
| 5Y | +296.4% | -40.1% | +336.5% | +261.3% |
| All | +704.0% | +929.6% | -225.6% | +361.1% |
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