+589.4%
APP vs MP
+117.4%
+472.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -5.1% | +15.8% | +11.4% |
| 7D | +4.5% | -12.5% | +17.1% | +6.6% |
| 30D | -3.6% | -23.3% | +19.7% | +0.1% |
| 3M | -35.3% | -24.4% | -10.9% | -32.8% |
| 6M | -42.8% | -45.8% | +3.0% | -38.3% |
| YTD | -59.7% | -28.9% | -30.8% | -58.1% |
| 1Y | -55.4% | -34.6% | -20.8% | -53.2% |
| All | +589.4% | +117.4% | +472.0% | +414.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling