+803.3%
APP vs MLM
+20.9%
+782.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -5.2% | +36.2% | +33.5% |
| 7D | +39.7% | -1.2% | +40.9% | +39.0% |
| 30D | +27.7% | +7.9% | +19.8% | +20.4% |
| 3M | -14.8% | -4.5% | -10.3% | -13.5% |
| 6M | -25.5% | -12.6% | -12.9% | -21.5% |
| YTD | -47.2% | -14.9% | -32.3% | -44.2% |
| 1Y | -42.3% | -13.1% | -29.2% | -40.0% |
| All | +803.3% | +20.9% | +782.4% | +553.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 3y: compounded portfolio wealth divided by compounded MLM 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…
3y analysis · Full analysis span regression · 6 months rolling