-38.4%
APP vs MDLN
+20.5%
-58.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.1% | -0.7% | +1.7% |
| 7D | +48.9% | +4.5% | +44.5% | +47.4% |
| 30D | +49.4% | +17.9% | +31.5% | +43.2% |
| 3M | +27.0% | +20.3% | +6.7% | +21.2% |
| 6M | -15.4% | +7.4% | -22.8% | -16.8% |
| YTD | -39.9% | +0.4% | -40.3% | -39.8% |
| All | -38.4% | +20.5% | -58.9% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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