+920.8%
MDB vs APA
+34.7%
+886.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.8% | +4.7% |
| 7D | -0.9% | -8.7% | +7.8% | +0.4% |
| 30D | -15.2% | -2.4% | -12.8% | -15.0% |
| 3M | -17.9% | +19.0% | -36.9% | -20.3% |
| 6M | +9.3% | +26.8% | -17.5% | +5.0% |
| YTD | -22.0% | +87.3% | -109.3% | -30.2% |
| 1Y | -9.3% | +92.3% | -101.6% | -19.4% |
| 3Y | -10.4% | +37.3% | -47.6% | -18.7% |
| 5Y | -43.2% | +73.2% | -116.4% | -50.3% |
| All | +920.8% | +34.7% | +886.1% | +725.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 10y: compounded portfolio wealth divided by compounded APA 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…
10y analysis · Full analysis span regression · 6 months rolling