+316.8%
APP vs MP
+1.7%
+315.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -5.1% | +15.8% | +12.0% |
| 7D | +4.5% | -12.5% | +17.1% | +8.0% |
| 30D | -3.6% | -23.3% | +19.7% | +2.7% |
| 3M | -35.3% | -24.4% | -10.9% | -31.1% |
| 6M | -42.8% | -45.8% | +3.0% | -34.7% |
| YTD | -59.7% | -28.9% | -30.8% | -57.6% |
| 1Y | -55.4% | -34.6% | -20.8% | -52.4% |
| 3Y | +592.0% | +118.7% | +473.3% | +301.6% |
| 5Y | +175.7% | -3.1% | +178.8% | +124.8% |
| All | +316.8% | +1.7% | +315.1% | +199.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling