+298.1%
APP vs MDB
-41.3%
+339.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.6% | +5.6% | +4.6% |
| 7D | +4.6% | +6.8% | -2.3% | +1.6% |
| 30D | +56.0% | -6.2% | +62.2% | +58.4% |
| 3M | +30.8% | -29.2% | +60.1% | +46.2% |
| 6M | -9.8% | +10.3% | -20.1% | -20.2% |
| YTD | -39.3% | -20.4% | -18.9% | -38.9% |
| 1Y | -26.4% | -4.8% | -21.6% | -32.6% |
| 3Y | +887.9% | -11.6% | +899.5% | +716.9% |
| All | +298.1% | -41.3% | +339.4% | +242.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling