+391.7%
APP vs MDB
+17.8%
+373.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.1% | +6.3% | +4.0% |
| 7D | +0.9% | -17.4% | +18.3% | +8.7% |
| 30D | -23.3% | -2.0% | -21.2% | -24.0% |
| 3M | -42.6% | -3.0% | -39.6% | -43.2% |
| 6M | -33.6% | +48.7% | -82.3% | -47.0% |
| YTD | -52.4% | -12.1% | -40.3% | -52.7% |
| 1Y | -35.9% | +14.5% | -50.4% | -44.3% |
| 3Y | +642.2% | -6.1% | +648.4% | +518.0% |
| 5Y | +311.1% | -27.3% | +338.4% | +227.7% |
| All | +391.7% | +17.8% | +373.9% | +184.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling