+295.9%
APP vs MDB
-43.2%
+339.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.6% | +0.2% | +2.8% |
| 7D | +79.2% | -0.9% | +80.1% | +78.4% |
| 30D | +48.0% | -15.2% | +63.2% | +57.1% |
| 3M | +18.2% | -17.9% | +36.1% | +23.0% |
| 6M | -12.5% | +9.3% | -21.8% | -22.3% |
| YTD | -39.2% | -22.0% | -17.2% | -38.2% |
| 1Y | -33.9% | -9.3% | -24.5% | -38.0% |
| 3Y | +933.3% | -10.4% | +943.7% | +747.9% |
| 5Y | +295.9% | -43.2% | +339.1% | +247.3% |
| All | +295.9% | -43.2% | +339.0% | +247.3% |
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