+500.0%
APP vs MP
+0.3%
+499.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.9% | +4.9% | +8.7% |
| 7D | +71.2% | -10.5% | +81.7% | +75.1% |
| 30D | +39.1% | -23.5% | +62.6% | +48.0% |
| 3M | +16.5% | -25.4% | +42.0% | +24.0% |
| 6M | -16.6% | -51.3% | +34.7% | -2.4% |
| YTD | -41.9% | -29.9% | -12.0% | -39.0% |
| 1Y | -37.0% | -31.8% | -5.2% | -33.7% |
| 3Y | +892.4% | +127.0% | +765.5% | +463.8% |
| 5Y | +297.3% | -3.3% | +300.6% | +223.3% |
| All | +500.0% | +0.3% | +499.8% | +330.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 10y: compounded portfolio wealth divided by compounded MP 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…
10y analysis · Full analysis span regression · 6 months rolling