+316.8%
APP vs MLM
+65.0%
+251.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.4% | +8.3% | +8.9% |
| 7D | +4.5% | +9.1% | -4.6% | -2.4% |
| 30D | -3.6% | +14.6% | -18.3% | -13.5% |
| 3M | -35.3% | +0.3% | -35.5% | -35.4% |
| 6M | -42.8% | -7.5% | -35.3% | -40.4% |
| YTD | -59.7% | -10.2% | -49.4% | -57.7% |
| 1Y | -55.4% | -10.5% | -44.9% | -53.1% |
| 3Y | +592.0% | +27.8% | +564.2% | +412.3% |
| 5Y | +175.7% | +38.9% | +136.8% | +74.6% |
| All | +316.8% | +65.0% | +251.8% | +159.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling