+959.5%
MDB vs APD
+157.7%
+801.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.3% |
| 7D | +11.6% | +2.2% | +9.4% | +10.5% |
| 30D | -8.9% | +9.4% | -18.4% | -12.8% |
| 3M | -22.4% | +4.7% | -27.1% | -24.2% |
| 6M | +10.1% | +5.5% | +4.6% | +6.4% |
| YTD | -19.0% | +31.4% | -50.4% | -30.7% |
| 1Y | -7.0% | +24.1% | -31.1% | -18.6% |
| 3Y | -9.8% | +28.8% | -38.6% | -26.4% |
| 5Y | -40.1% | +15.8% | -55.8% | -49.6% |
| All | +959.5% | +157.7% | +801.8% | +388.4% |
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