-5.9%
MDB vs APA
+24.2%
-30.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.6% | +0.1% | +2.3% |
| 7D | -11.4% | -15.5% | +4.1% | -9.1% |
| 30D | -13.8% | +2.4% | -16.2% | -14.2% |
| 3M | -15.5% | +22.8% | -38.2% | -18.4% |
| 6M | +17.9% | +17.9% | 0.0% | +14.3% |
| YTD | -25.5% | +87.7% | -113.1% | -34.7% |
| 1Y | -12.1% | +94.2% | -106.3% | -23.8% |
| 3Y | -5.9% | +27.2% | -33.1% | -22.0% |
| All | -5.9% | +24.2% | -30.1% | -22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling