-12.4%
MDB vs APA
+89.4%
-101.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.8% | +4.6% |
| 7D | -0.9% | -8.7% | +7.8% | -1.2% |
| 30D | -15.2% | -2.4% | -12.8% | -14.9% |
| 3M | -17.9% | +19.0% | -36.9% | -16.9% |
| 6M | +9.3% | +26.8% | -17.5% | +12.4% |
| YTD | -22.0% | +87.3% | -109.3% | -10.9% |
| All | -12.4% | +89.4% | -101.9% | +0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling