+33.1%
APH vs MDLN
-7.1%
+40.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.1% | +4.5% |
| 7D | +1.4% | -11.1% | +12.5% | +3.2% |
| 30D | -1.2% | -8.4% | +7.1% | -0.1% |
| 3M | +10.3% | -12.4% | +22.6% | +10.4% |
| 6M | +25.2% | -23.3% | +48.4% | +29.2% |
| YTD | +24.6% | -22.5% | +47.2% | +32.2% |
| All | +33.1% | -7.1% | +40.2% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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