+48.7%
MDB vs APA
+40.1%
+8.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.2% | -0.9% | -4.0% |
| 7D | -17.4% | +0.5% | -18.0% | -17.5% |
| 30D | -2.0% | +23.4% | -25.4% | -2.3% |
| 3M | -3.0% | +12.7% | -15.7% | -2.4% |
| 6M | +48.7% | +39.4% | +9.3% | +72.2% |
| All | +48.7% | +40.1% | +8.6% | +72.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling