-42.8%
APP vs MP
-48.0%
+5.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -5.1% | +15.8% | +11.7% |
| 7D | +4.5% | -12.5% | +17.1% | +7.5% |
| 30D | -3.6% | -23.3% | +19.7% | +1.5% |
| 3M | -35.3% | -24.4% | -10.9% | -32.0% |
| 6M | -42.8% | -45.8% | +3.0% | -38.4% |
| All | -42.8% | -48.0% | +5.2% | -38.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling