+887.9%
APP vs MDT
+57.0%
+830.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.9% | +2.1% | +3.9% |
| 7D | +4.6% | +1.0% | +3.5% | +4.6% |
| 30D | +56.0% | +9.2% | +46.9% | +56.1% |
| 3M | +30.8% | +14.5% | +16.4% | +31.1% |
| 6M | -9.8% | +37.3% | -47.1% | -8.9% |
| YTD | -39.3% | +9.8% | -49.1% | -38.6% |
| 1Y | -26.4% | +10.5% | -37.0% | -25.8% |
| 3Y | +887.9% | +57.4% | +830.5% | +924.0% |
| All | +887.9% | +57.0% | +830.9% | +924.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling