-24.7%
MDB vs APD
+27.6%
-52.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.7% |
| 7D | -17.4% | -2.2% | -15.2% | -16.8% |
| 30D | -2.0% | +2.1% | -4.1% | -2.8% |
| 3M | -3.0% | +7.2% | -10.2% | -6.1% |
| 6M | +48.7% | +11.2% | +37.4% | +40.3% |
| YTD | -12.1% | +24.4% | -36.5% | -21.7% |
| 1Y | +14.5% | +6.7% | +7.8% | +9.2% |
| 3Y | -6.1% | +9.2% | -15.4% | -14.8% |
| All | -24.7% | +27.6% | -52.3% | -49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling