-5.9%
MDB vs APD
+11.7%
-17.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +2.7% |
| 7D | -11.4% | -3.7% | -7.7% | -11.4% |
| 30D | -13.8% | +9.6% | -23.4% | -13.9% |
| 3M | -15.5% | +1.6% | -17.1% | -15.5% |
| 6M | +17.9% | +2.2% | +15.8% | +18.1% |
| YTD | -25.5% | +25.9% | -51.3% | -26.1% |
| 1Y | -12.1% | +20.1% | -32.2% | -12.8% |
| 3Y | -5.9% | +12.4% | -18.3% | -8.2% |
| All | -5.9% | +11.7% | -17.5% | -8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling