+7,983.2%
MDT vs APD
+6,115.6%
+1,867.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.5% |
| 7D | +3.2% | -2.2% | +5.4% | +3.9% |
| 30D | +9.5% | +2.1% | +7.4% | +8.7% |
| 3M | +16.0% | +7.2% | +8.8% | +13.0% |
| 6M | +0.2% | +11.2% | -11.0% | -3.8% |
| YTD | -0.3% | +24.4% | -24.7% | -7.9% |
| 1Y | +4.7% | +6.7% | -1.9% | +1.3% |
| 3Y | +26.5% | +9.2% | +17.3% | +18.9% |
| 5Y | -18.2% | +27.4% | -45.5% | -28.2% |
| 10Y | +40.0% | +164.8% | -124.8% | -4.3% |
| All | +7,983.2% | +6,115.6% | +1,867.6% | +1,563.9% |
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