-11.6%
MDB vs APA
+45.9%
-57.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.3% | -1.9% |
| 7D | +6.8% | +8.5% | -1.7% | +5.4% |
| 30D | -6.2% | +2.8% | -9.0% | -6.7% |
| 3M | -29.2% | +21.7% | -51.0% | -31.7% |
| 6M | +10.3% | +32.6% | -22.3% | +4.9% |
| YTD | -20.4% | +103.7% | -124.1% | -31.5% |
| 1Y | -4.8% | +101.8% | -106.6% | -18.1% |
| 3Y | -11.6% | +48.1% | -59.6% | -25.6% |
| All | -11.6% | +45.9% | -57.5% | -25.6% |
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 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