+892.4%
APP vs MTB
+95.2%
+797.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.9% | +10.8% | +10.3% |
| 7D | +71.2% | -1.3% | +72.6% | +71.6% |
| 30D | +39.1% | +0.5% | +38.6% | +38.3% |
| 3M | +16.5% | -12.4% | +28.9% | +23.4% |
| 6M | -16.6% | +1.5% | -18.1% | -17.7% |
| YTD | -41.9% | +10.3% | -52.2% | -45.3% |
| 1Y | -37.0% | +22.2% | -59.2% | -43.8% |
| 3Y | +892.4% | +96.9% | +795.5% | +597.7% |
| All | +892.4% | +95.2% | +797.2% | +597.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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