+8.0%
APP vs MULL
+2,481.0%
-2,473.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.0% | +0.4% | -2.3% |
| 7D | +0.1% | +14.0% | -13.9% | -1.7% |
| 30D | -10.0% | +24.8% | -34.8% | -13.3% |
| 3M | -44.6% | -16.1% | -28.5% | -47.5% |
| 6M | -37.9% | +330.9% | -368.8% | -61.1% |
| YTD | -53.7% | +545.0% | -598.7% | -74.6% |
| 1Y | -43.0% | +2,427.1% | -2,470.1% | -79.6% |
| All | +8.0% | +2,481.0% | -2,473.1% | -68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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