+13.0%
APH vs MDT
+15.5%
-2.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +1.0% | +7.2% | +8.4% |
| 7D | +1.1% | +3.5% | -2.4% | +2.1% |
| 30D | -7.5% | +16.2% | -23.7% | -4.5% |
| 3M | -4.4% | +18.9% | -23.3% | -1.0% |
| 6M | +26.5% | +37.3% | -10.9% | +29.7% |
| YTD | +20.0% | +9.7% | +10.3% | +24.4% |
| All | +13.0% | +15.5% | -2.5% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 1y: compounded portfolio wealth divided by compounded MDT 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…
1y analysis · Full analysis span regression · 6 months rolling