-19.5%
MDT vs APA
+177.1%
-196.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.5% | -0.8% |
| 7D | -0.3% | +0.3% | -0.6% | -0.4% |
| 30D | +2.8% | +9.3% | -6.5% | +2.0% |
| 3M | +13.1% | +23.3% | -10.2% | +11.0% |
| 6M | +2.3% | +39.5% | -37.1% | -1.1% |
| YTD | -2.7% | +87.6% | -90.3% | -8.6% |
| 1Y | +0.9% | +114.2% | -113.4% | -6.8% |
| 3Y | +26.8% | +13.6% | +13.3% | +21.7% |
| 5Y | -19.5% | +175.6% | -195.0% | -31.6% |
| All | -19.5% | +177.1% | -196.5% | -31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling