+40.6%
MDT vs APD
+162.9%
-122.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | -0.3% | -4.6% | +4.3% | +1.5% |
| 30D | +2.8% | -4.2% | +7.0% | +4.4% |
| 3M | +13.1% | +5.0% | +8.1% | +10.6% |
| 6M | +2.3% | +8.9% | -6.6% | -1.6% |
| YTD | -2.7% | +21.9% | -24.6% | -10.7% |
| 1Y | +0.9% | +5.6% | -4.7% | -2.6% |
| 3Y | +26.8% | +6.9% | +19.9% | +18.7% |
| 5Y | -19.5% | +25.3% | -44.8% | -32.2% |
| 10Y | +40.6% | +169.1% | -128.5% | -20.8% |
| All | +40.6% | +162.9% | -122.3% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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