+935.2%
MDB vs APD
+154.4%
+780.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.2% |
| 7D | -1.0% | -0.2% | -0.8% | -0.9% |
| 30D | -14.0% | +11.0% | -25.0% | -18.2% |
| 3M | -20.3% | +2.0% | -22.3% | -21.2% |
| 6M | +10.9% | +7.1% | +3.8% | +6.3% |
| YTD | -20.9% | +29.8% | -50.7% | -31.9% |
| 1Y | -11.2% | +24.0% | -35.2% | -22.4% |
| 3Y | -11.9% | +27.2% | -39.1% | -27.7% |
| 5Y | -40.2% | +12.8% | -52.9% | -49.1% |
| All | +935.2% | +154.4% | +780.7% | +380.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling