+506.6%
APP vs MDY
+46.3%
+460.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.0% |
| 7D | +61.1% | 0.0% | +61.1% | +58.8% |
| 30D | +42.8% | +1.0% | +41.8% | +39.1% |
| 3M | +16.7% | -4.1% | +20.8% | +22.7% |
| 6M | -15.6% | +0.6% | -16.2% | -17.8% |
| YTD | -41.3% | +12.9% | -54.2% | -52.5% |
| 1Y | -39.3% | +14.6% | -53.9% | -52.0% |
| 3Y | +803.2% | +57.1% | +746.1% | +336.3% |
| 5Y | +313.2% | +37.1% | +276.1% | +143.5% |
| All | +506.6% | +46.3% | +460.3% | +247.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling