-9.1%
APO vs MDB
+17.9%
-27.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -0.6% |
| 7D | +0.8% | -11.4% | +12.2% | +1.6% |
| 30D | +1.0% | -13.8% | +14.9% | +1.9% |
| 3M | -8.4% | -15.5% | +7.1% | -6.8% |
| 6M | -9.1% | +17.9% | -27.0% | -7.4% |
| All | -9.1% | +17.9% | -27.0% | -7.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling