-20.1%
MDT vs APD
+26.2%
-46.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.6% |
| 7D | +0.4% | -2.5% | +2.9% | +1.0% |
| 30D | +6.0% | -1.9% | +7.9% | +6.5% |
| 3M | +15.5% | +8.2% | +7.3% | +13.2% |
| 6M | +3.4% | +10.7% | -7.4% | +0.5% |
| YTD | -2.2% | +22.9% | -25.1% | -7.6% |
| 1Y | +2.6% | +5.8% | -3.2% | +0.6% |
| 3Y | +27.5% | +7.8% | +19.7% | +22.6% |
| 5Y | -20.1% | +26.1% | -46.2% | -30.7% |
| All | -20.1% | +26.2% | -46.3% | -30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling