+292.6%
APP vs MDT
-2.9%
+295.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.9% | +12.8% | +10.8% |
| 7D | +71.2% | +5.4% | +65.8% | +68.1% |
| 30D | +39.1% | +19.1% | +20.0% | +31.1% |
| 3M | +16.5% | +19.5% | -2.9% | +9.6% |
| 6M | -16.6% | +33.5% | -50.0% | -25.1% |
| YTD | -41.9% | +8.7% | -50.6% | -43.7% |
| 1Y | -37.0% | +16.8% | -53.8% | -41.5% |
| 3Y | +892.4% | +53.0% | +839.5% | +654.9% |
| All | +292.6% | -2.9% | +295.5% | +249.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling