+8,801.5%
MDT vs APA
+942.5%
+7,859.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.2% | +1.6% |
| 7D | +1.0% | +8.5% | -7.5% | -0.1% |
| 30D | +9.2% | +2.8% | +6.4% | +8.5% |
| 3M | +14.5% | +21.7% | -7.2% | +11.1% |
| 6M | +37.3% | +32.6% | +4.7% | +31.3% |
| YTD | +9.8% | +103.7% | -93.9% | -1.7% |
| 1Y | +10.5% | +101.8% | -91.3% | -1.1% |
| 3Y | +57.4% | +48.1% | +9.4% | +43.1% |
| 5Y | +1.2% | +91.9% | -90.7% | -14.4% |
| 10Y | +63.2% | +8.4% | +54.9% | +26.6% |
| All | +8,801.5% | +942.5% | +7,859.1% | +4,906.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling