+285.2%
APH vs MDB
-41.3%
+326.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.5% |
| 7D | +4.9% | +6.8% | -2.0% | +3.8% |
| 30D | -5.4% | -6.2% | +0.8% | -4.5% |
| 3M | -5.5% | -29.2% | +23.8% | -1.3% |
| 6M | +25.9% | +10.3% | +15.6% | +21.2% |
| YTD | +16.4% | -20.4% | +36.7% | +16.5% |
| 1Y | +16.5% | -4.8% | +21.3% | +12.9% |
| 3Y | +270.9% | -11.6% | +282.4% | +243.4% |
| All | +285.2% | -41.3% | +326.5% | +243.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling