+0.9%
MDT vs APD
+5.1%
-4.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | -0.3% | -4.6% | +4.3% | +0.2% |
| 30D | +2.8% | -4.2% | +7.0% | +3.3% |
| 3M | +13.1% | +5.0% | +8.1% | +13.0% |
| 6M | +2.3% | +8.9% | -6.6% | +1.6% |
| YTD | -2.7% | +21.9% | -24.6% | -4.9% |
| 1Y | +0.9% | +5.6% | -4.7% | +3.8% |
| All | +0.9% | +5.1% | -4.3% | +3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling