+391.7%
APP vs MLM
+52.6%
+339.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.4% |
| 7D | +0.9% | -2.9% | +3.8% | +3.1% |
| 30D | -23.3% | -6.8% | -16.4% | -18.7% |
| 3M | -42.6% | -11.2% | -31.4% | -38.0% |
| 6M | -33.6% | -21.8% | -11.8% | -21.3% |
| YTD | -52.4% | -17.0% | -35.5% | -46.9% |
| 1Y | -35.9% | -16.4% | -19.5% | -29.4% |
| 3Y | +642.2% | +14.5% | +627.7% | +500.4% |
| 5Y | +311.1% | +41.7% | +269.3% | +171.2% |
| All | +391.7% | +52.6% | +339.0% | +226.4% |
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 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