+623.4%
APH vs MDB
+823.0%
-199.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -7.2% | -2.1% | -8.2% |
| 7D | -12.7% | -20.9% | +8.2% | -9.6% |
| 30D | -19.2% | -15.6% | -3.6% | -17.1% |
| 3M | -16.7% | -19.1% | +2.4% | -15.0% |
| 6M | +5.1% | +14.2% | -9.1% | +0.6% |
| YTD | +6.6% | -27.4% | +34.0% | +8.1% |
| 1Y | +3.9% | -13.0% | +16.9% | +2.2% |
| 3Y | +246.0% | -11.2% | +257.2% | +221.9% |
| 5Y | +268.0% | -45.2% | +313.2% | +239.8% |
| All | +623.4% | +823.0% | -199.6% | +321.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling