+500.0%
APP vs MDT
-2.7%
+502.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.9% | +12.8% | +10.8% |
| 7D | +71.2% | +5.4% | +65.8% | +68.0% |
| 30D | +39.1% | +19.1% | +20.0% | +30.8% |
| 3M | +16.5% | +19.5% | -2.9% | +9.4% |
| 6M | -16.6% | +33.5% | -50.0% | -25.4% |
| YTD | -41.9% | +8.7% | -50.6% | -43.9% |
| 1Y | -37.0% | +16.8% | -53.8% | -41.6% |
| 3Y | +892.4% | +53.0% | +839.5% | +657.6% |
| 5Y | +297.3% | -2.9% | +300.2% | +278.4% |
| All | +500.0% | -2.7% | +502.7% | +473.3% |
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