-55.4%
APP vs MDB
-8.5%
-46.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -2.1% | +12.8% | +11.3% |
| 7D | +4.5% | -16.5% | +21.1% | +10.7% |
| 30D | -3.6% | -8.6% | +5.0% | -1.1% |
| 3M | -35.3% | -13.6% | -21.7% | -34.3% |
| 6M | -42.8% | +24.1% | -66.9% | -51.0% |
| YTD | -59.7% | -21.8% | -37.9% | -60.0% |
| 1Y | -55.4% | -7.7% | -47.6% | -58.1% |
| All | -55.4% | -8.5% | -46.8% | -58.1% |
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