+528.8%
APP vs MDT
-1.8%
+530.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.0% | +3.8% | +4.5% |
| 7D | +79.2% | +3.5% | +75.6% | +77.0% |
| 30D | +48.0% | +16.2% | +31.8% | +40.5% |
| 3M | +18.2% | +18.9% | -0.7% | +11.2% |
| 6M | -12.5% | +37.3% | -49.8% | -22.6% |
| YTD | -39.2% | +9.7% | -48.9% | -41.4% |
| 1Y | -33.9% | +15.2% | -49.0% | -38.1% |
| 3Y | +933.3% | +61.8% | +871.5% | +661.7% |
| 5Y | +295.9% | -1.4% | +297.2% | +274.9% |
| All | +528.8% | -1.8% | +530.6% | +498.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling