+1,049.8%
MDB vs APD
+143.9%
+905.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.6% |
| 7D | -17.4% | -2.2% | -15.2% | -16.6% |
| 30D | -2.0% | +2.1% | -4.1% | -3.0% |
| 3M | -3.0% | +7.2% | -10.2% | -6.7% |
| 6M | +48.7% | +11.2% | +37.4% | +39.1% |
| YTD | -12.1% | +24.4% | -36.5% | -22.7% |
| 1Y | +14.5% | +6.7% | +7.8% | +7.9% |
| 3Y | -6.1% | +9.2% | -15.4% | -16.9% |
| 5Y | -27.3% | +27.4% | -54.7% | -42.1% |
| All | +1,049.8% | +143.9% | +905.9% | +444.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling