-5.6%
MDB vs APTV
-54.7%
+49.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.6% | +1.2% | -2.3% |
| 7D | -18.0% | +2.0% | -20.0% | -18.5% |
| 30D | -10.7% | -7.7% | -3.0% | -8.9% |
| 3M | +1.0% | -34.0% | +35.0% | +11.7% |
| 6M | +31.6% | -37.1% | +68.7% | +47.0% |
| YTD | -15.2% | -39.9% | +24.7% | -4.0% |
| 1Y | +10.1% | -44.4% | +54.6% | +27.7% |
| 3Y | -5.6% | -54.5% | +48.8% | +13.8% |
| All | -5.6% | -54.7% | +49.1% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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