+27.5%
MDT vs APA
+9.3%
+18.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.8% | -3.7% | -2.0% |
| 7D | +0.4% | -1.7% | +2.1% | +0.5% |
| 30D | +6.0% | +15.7% | -9.7% | +5.1% |
| 3M | +15.5% | +16.5% | -0.9% | +14.4% |
| 6M | +3.4% | +35.1% | -31.7% | +0.9% |
| YTD | -2.2% | +82.2% | -84.4% | -7.0% |
| 1Y | +2.6% | +102.5% | -99.9% | -3.6% |
| 3Y | +27.5% | +10.3% | +17.2% | +17.0% |
| All | +27.5% | +9.3% | +18.2% | +17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling