+298.1%
APP vs MTB
+61.4%
+236.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.6% | +3.3% | +3.6% |
| 7D | +4.6% | +1.5% | +3.0% | +3.9% |
| 30D | +56.0% | +2.3% | +53.7% | +54.0% |
| 3M | +30.8% | -12.1% | +43.0% | +38.7% |
| 6M | -9.8% | +9.8% | -19.6% | -14.3% |
| YTD | -39.3% | +12.0% | -51.3% | -43.2% |
| 1Y | -26.4% | +22.0% | -48.5% | -34.2% |
| 3Y | +887.9% | +107.6% | +780.3% | +572.8% |
| All | +298.1% | +61.4% | +236.7% | +228.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling