+119,301.1%
APH vs MDT
+3,542.1%
+115,759.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.9% | +7.0% | +5.0% |
| 7D | -5.9% | +5.4% | -11.4% | -7.7% |
| 30D | -14.8% | +19.1% | -33.9% | -19.7% |
| 3M | -12.4% | +19.5% | -31.9% | -17.7% |
| 6M | +8.1% | +33.5% | -25.4% | -2.7% |
| YTD | +10.9% | +8.7% | +2.3% | +6.3% |
| 1Y | +8.8% | +16.8% | -8.0% | +1.8% |
| 3Y | +262.1% | +53.0% | +209.1% | +206.3% |
| 5Y | +283.1% | -2.9% | +286.0% | +272.0% |
| 10Y | +908.1% | +61.4% | +846.7% | +736.6% |
| All | +119,301.1% | +3,542.1% | +115,759.0% | +58,155.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling