-24.7%
MDB vs APA
+156.4%
-181.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.2% | -0.9% | -3.4% |
| 7D | -17.4% | +0.5% | -18.0% | -17.6% |
| 30D | -2.0% | +23.4% | -25.4% | -6.9% |
| 3M | -3.0% | +12.7% | -15.7% | -6.2% |
| 6M | +48.7% | +39.4% | +9.3% | +34.9% |
| YTD | -12.1% | +79.0% | -91.1% | -25.8% |
| 1Y | +14.5% | +88.8% | -74.3% | -5.7% |
| 3Y | -6.1% | +6.4% | -12.5% | -14.0% |
| All | -24.7% | +156.4% | -181.1% | -40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling