-21.0%
MDLN vs APD
+23.6%
-44.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.3% | -4.8% |
| 7D | -11.5% | -3.5% | -8.0% | -11.0% |
| 30D | -7.6% | -5.1% | -2.5% | -6.9% |
| 3M | -11.4% | +6.9% | -18.2% | -11.2% |
| 6M | -24.5% | +8.1% | -32.5% | -23.4% |
| YTD | -22.9% | +21.2% | -44.1% | -20.4% |
| All | -21.0% | +23.6% | -44.6% | -18.4% |
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