-35.9%
APP vs MDB
+18.3%
-54.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.1% | +6.3% | +3.6% |
| 7D | +0.9% | -17.4% | +18.3% | +6.8% |
| 30D | -23.3% | -2.0% | -21.2% | -24.1% |
| 3M | -42.6% | -3.0% | -39.6% | -43.5% |
| 6M | -33.6% | +48.7% | -82.3% | -45.5% |
| YTD | -52.4% | -12.1% | -40.3% | -53.8% |
| 1Y | -35.9% | +14.5% | -50.4% | -39.1% |
| All | -35.9% | +18.3% | -54.2% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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