+8,693.4%
MDT vs APD
+6,445.2%
+2,248.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.3% |
| 7D | -3.2% | -1.2% | -2.0% | -2.8% |
| 30D | +10.5% | +11.0% | -0.5% | +6.9% |
| 3M | +13.0% | +2.6% | +10.4% | +12.0% |
| 6M | +38.7% | +4.8% | +33.8% | +36.1% |
| YTD | +8.5% | +31.0% | -22.5% | -1.5% |
| 1Y | +10.0% | +23.4% | -13.3% | +1.7% |
| 3Y | +58.6% | +28.4% | +30.2% | +41.8% |
| 5Y | -0.3% | +15.2% | -15.5% | -9.4% |
| 10Y | +61.3% | +190.7% | -129.4% | +7.0% |
| All | +8,693.4% | +6,445.2% | +2,248.1% | +1,679.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling