+803.3%
APP vs MP
+104.2%
+699.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -6.0% | +37.1% | +31.9% |
| 7D | +39.7% | -19.0% | +58.7% | +43.7% |
| 30D | +27.7% | -30.5% | +58.2% | +34.2% |
| 3M | -14.8% | -29.6% | +14.8% | -10.8% |
| 6M | -25.5% | -50.4% | +24.9% | -18.9% |
| YTD | -47.2% | -33.2% | -13.9% | -44.7% |
| 1Y | -42.3% | -38.6% | -3.7% | -39.1% |
| All | +803.3% | +104.2% | +699.1% | +578.5% |
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