+391.7%
APP vs MDT
-10.7%
+402.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.8% |
| 7D | +0.9% | +3.2% | -2.3% | -0.2% |
| 30D | -23.3% | +9.5% | -32.8% | -25.7% |
| 3M | -42.6% | +16.0% | -58.6% | -45.8% |
| 6M | -33.6% | +0.2% | -33.8% | -33.5% |
| YTD | -52.4% | -0.3% | -52.2% | -52.6% |
| 1Y | -35.9% | +4.7% | -40.6% | -38.1% |
| 3Y | +642.2% | +26.5% | +615.7% | +527.8% |
| 5Y | +311.1% | -18.2% | +329.3% | +319.5% |
| All | +391.7% | -10.7% | +402.4% | +384.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling