+391.7%
APP vs MDY
+49.2%
+342.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.0% |
| 7D | +0.9% | +0.1% | +0.7% | +0.6% |
| 30D | -23.3% | -1.5% | -21.8% | -21.5% |
| 3M | -42.6% | +0.8% | -43.4% | -43.4% |
| 6M | -33.6% | +7.4% | -41.0% | -41.2% |
| YTD | -52.4% | +15.2% | -67.6% | -62.2% |
| 1Y | -35.9% | +16.5% | -52.4% | -50.1% |
| 3Y | +642.2% | +46.8% | +595.4% | +307.2% |
| 5Y | +311.1% | +46.0% | +265.0% | +132.3% |
| All | +391.7% | +49.2% | +342.4% | +176.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling