+67.0%
MDT vs APA
+7.0%
+60.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -0.8% |
| 7D | -3.7% | +9.6% | -13.3% | -4.7% |
| 30D | +8.6% | -0.2% | +8.8% | +8.4% |
| 3M | +12.2% | +19.8% | -7.7% | +9.5% |
| 6M | +33.7% | +30.1% | +3.7% | +29.0% |
| YTD | +7.8% | +100.4% | -92.6% | -2.0% |
| 1Y | +8.9% | +105.2% | -96.3% | -1.4% |
| 3Y | +57.6% | +44.6% | +13.0% | +45.4% |
| 5Y | -0.7% | +88.8% | -89.5% | -14.2% |
| All | +67.0% | +7.0% | +60.1% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 10y: compounded portfolio wealth divided by compounded APA 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…
10y analysis · Full analysis span regression · 6 months rolling