+520.8%
APP vs MDB
+8.0%
+512.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.8% | +0.5% | +1.6% |
| 7D | +48.9% | +3.0% | +46.0% | +46.0% |
| 30D | +49.4% | -11.3% | +60.8% | +55.4% |
| 3M | +27.0% | -23.0% | +50.0% | +36.5% |
| 6M | -15.4% | +14.8% | -30.1% | -26.2% |
| YTD | -39.9% | -19.4% | -20.5% | -39.8% |
| 1Y | -32.0% | -9.0% | -23.0% | -36.1% |
| 3Y | +824.3% | -10.3% | +834.6% | +665.5% |
| 5Y | +252.4% | -38.4% | +290.8% | +191.8% |
| All | +520.8% | +8.0% | +512.8% | +261.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling