+250.4%
APP vs MDT
-1.3%
+251.6%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.5% |
| 7D | +10.6% | -3.7% | +14.2% | +11.9% |
| 30D | +44.6% | +8.6% | +36.0% | +40.4% |
| 3M | +29.6% | +12.2% | +17.4% | +24.3% |
| 6M | -19.8% | +33.7% | -53.5% | -28.6% |
| YTD | -41.6% | +7.8% | -49.4% | -43.4% |
| 1Y | -32.7% | +8.9% | -41.6% | -35.4% |
| 3Y | +799.0% | +57.6% | +741.4% | +554.5% |
| 5Y | +250.4% | -0.7% | +251.1% | +242.9% |
| All | +250.4% | -1.3% | +251.6% | +242.9% |
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