+500.0%
APP vs MDB
-0.1%
+500.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.7% | +7.2% | +8.7% |
| 7D | +71.2% | -11.4% | +82.6% | +78.5% |
| 30D | +39.1% | -13.8% | +52.9% | +46.2% |
| 3M | +16.5% | -15.5% | +32.0% | +19.3% |
| 6M | -16.6% | +17.9% | -34.5% | -28.4% |
| YTD | -41.9% | -25.5% | -16.5% | -39.8% |
| 1Y | -37.0% | -12.1% | -25.0% | -40.1% |
| 3Y | +892.4% | -5.9% | +898.3% | +695.4% |
| 5Y | +297.3% | -43.7% | +341.0% | +241.6% |
| All | +500.0% | -0.1% | +500.1% | +261.5% |
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