-39.8%
APP vs MDLN
+16.9%
-56.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.0% | -3.6% |
| 7D | +61.1% | +20.0% | +41.1% | +54.2% |
| 30D | +42.8% | +12.8% | +29.9% | +38.0% |
| 3M | +16.7% | +21.0% | -4.3% | +11.4% |
| 6M | -15.6% | +3.5% | -19.1% | -16.4% |
| YTD | -41.3% | -2.6% | -38.7% | -40.8% |
| All | -39.8% | +16.9% | -56.7% | -39.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling