+1,049.8%
MDB vs APTV
-39.9%
+1,089.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.1% | -7.1% | -5.4% |
| 7D | -17.4% | +4.8% | -22.2% | -19.2% |
| 30D | -2.0% | +2.0% | -4.0% | -2.9% |
| 3M | -3.0% | -34.2% | +31.2% | +14.2% |
| 6M | +48.7% | -34.7% | +83.3% | +72.1% |
| YTD | -12.1% | -37.0% | +24.8% | +3.0% |
| 1Y | +14.5% | -40.4% | +54.9% | +37.0% |
| 3Y | -6.1% | -54.1% | +48.0% | +20.7% |
| 5Y | -27.3% | -68.0% | +40.7% | +8.2% |
| All | +1,049.8% | -39.9% | +1,089.7% | +1,087.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling