+7,983.2%
MDT vs APA
+815.8%
+7,167.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +1.6% |
| 7D | +3.2% | +0.5% | +2.7% | +3.1% |
| 30D | +9.5% | +23.4% | -13.9% | +6.4% |
| 3M | +16.0% | +12.7% | +3.3% | +13.7% |
| 6M | +0.2% | +39.4% | -39.2% | -5.1% |
| YTD | -0.3% | +79.0% | -79.2% | -8.9% |
| 1Y | +4.7% | +88.8% | -84.1% | -5.5% |
| 3Y | +26.5% | +6.4% | +20.2% | +20.5% |
| 5Y | -18.2% | +153.0% | -171.2% | -33.6% |
| 10Y | +40.0% | +7.5% | +32.5% | +8.5% |
| All | +7,983.2% | +815.8% | +7,167.4% | +4,540.2% |
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