+875.5%
MDB vs APA
+34.9%
+840.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -18.2% |
| 6M | +17.9% | +17.9% | 0.0% | +14.4% |
| YTD | -25.5% | +87.7% | -113.1% | -33.4% |
| 1Y | -12.1% | +94.2% | -106.3% | -22.0% |
| 3Y | -5.9% | +27.2% | -33.1% | -13.7% |
| 5Y | -43.7% | +74.1% | -117.8% | -50.8% |
| All | +875.5% | +34.9% | +840.5% | +688.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling