+920.8%
MDB vs APD
+151.8%
+769.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.0% | +2.6% | +3.7% |
| 7D | -0.9% | -1.6% | +0.6% | -0.2% |
| 30D | -15.2% | +10.6% | -25.8% | -19.2% |
| 3M | -17.9% | +2.5% | -20.4% | -19.0% |
| 6M | +9.3% | +6.0% | +3.4% | +5.4% |
| YTD | -22.0% | +28.4% | -50.4% | -32.5% |
| 1Y | -9.3% | +22.2% | -31.5% | -20.1% |
| 3Y | -10.4% | +26.6% | -36.9% | -26.3% |
| 5Y | -43.2% | +11.8% | -55.0% | -51.5% |
| All | +920.8% | +151.8% | +769.0% | +375.6% |
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