-17.0%
MDLN vs APD
+24.3%
-41.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.7% |
| 7D | -6.2% | -4.6% | -1.6% | -5.5% |
| 30D | +0.7% | -4.2% | +4.9% | +1.3% |
| 3M | -5.4% | +5.0% | -10.4% | -5.2% |
| 6M | -21.6% | +8.9% | -30.5% | -20.5% |
| YTD | -18.9% | +21.9% | -40.8% | -16.4% |
| All | -17.0% | +24.3% | -41.3% | -14.3% |
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