+261.6%
APP vs MP
-13.9%
+275.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -6.0% | +37.1% | +32.5% |
| 7D | +39.7% | -19.0% | +58.7% | +46.7% |
| 30D | +27.7% | -30.5% | +58.2% | +39.2% |
| 3M | -14.8% | -29.6% | +14.8% | -7.9% |
| 6M | -25.5% | -50.4% | +24.9% | -13.2% |
| YTD | -47.2% | -33.2% | -13.9% | -43.8% |
| 1Y | -42.3% | -38.6% | -3.7% | -37.6% |
| 3Y | +806.8% | +105.5% | +701.3% | +407.3% |
| 5Y | +261.6% | -7.8% | +269.5% | +176.6% |
| All | +261.6% | -13.9% | +275.6% | +176.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling