-30.8%
APP vs MDB
-9.3%
-21.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.8% | +0.5% | +1.8% |
| 7D | +48.9% | +3.0% | +46.0% | +47.0% |
| 30D | +49.4% | -11.3% | +60.8% | +54.1% |
| 3M | +27.0% | -23.0% | +50.0% | +34.4% |
| 6M | -15.4% | +14.8% | -30.1% | -24.8% |
| YTD | -39.9% | -19.4% | -20.5% | -41.4% |
| All | -30.8% | -9.3% | -21.5% | -34.5% |
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 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