+500.0%
APP vs MUB
+4.0%
+496.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.1% | +9.8% | +9.6% |
| 7D | +71.2% | +0.7% | +70.5% | +68.7% |
| 30D | +39.1% | +4.4% | +34.7% | +25.0% |
| 3M | +16.5% | -0.2% | +16.7% | +17.7% |
| 6M | -16.6% | -0.6% | -15.9% | -14.5% |
| YTD | -41.9% | +0.3% | -42.3% | -41.9% |
| 1Y | -37.0% | +0.8% | -37.8% | -37.8% |
| 3Y | +892.4% | +12.0% | +880.4% | +623.7% |
| 5Y | +297.3% | +3.4% | +293.9% | +237.2% |
| All | +500.0% | +4.0% | +496.1% | +336.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 10y: compounded portfolio wealth divided by compounded MUB 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…
10y analysis · Full analysis span regression · 6 months rolling