-19.5%
MDT vs APO
+136.0%
-155.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | -0.3% | -1.0% | +0.7% | -0.2% |
| 30D | +2.8% | -0.4% | +3.1% | +2.8% |
| 3M | +13.1% | -0.9% | +14.0% | +13.0% |
| 6M | +2.3% | +22.1% | -19.8% | -1.3% |
| YTD | -2.7% | -8.4% | +5.7% | -2.0% |
| 1Y | +0.9% | -0.9% | +1.8% | 0.0% |
| 3Y | +26.8% | +56.1% | -29.3% | +11.5% |
| 5Y | -19.5% | +136.0% | -155.5% | -37.9% |
| All | -19.5% | +136.0% | -155.5% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APO.
Daily Out/Under-Performance
Portfolio return minus APO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APO 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 APO 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