+333.0%
APP vs MLM
+41.9%
+291.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.3% |
| 7D | +0.9% | -2.9% | +3.8% | +3.3% |
| 30D | -23.3% | -6.8% | -16.4% | -18.4% |
| 3M | -42.6% | -11.2% | -31.4% | -37.8% |
| 6M | -33.6% | -21.8% | -11.8% | -20.5% |
| YTD | -52.4% | -17.0% | -35.5% | -46.6% |
| 1Y | -35.9% | -16.4% | -19.5% | -29.1% |
| 3Y | +642.2% | +14.5% | +627.7% | +481.1% |
| All | +333.0% | +41.9% | +291.0% | +169.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling