+41.5%
APP vs MULL
+1,230.7%
-1,189.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -5.2% | +9.1% | +4.5% |
| 7D | +4.6% | +24.5% | -20.0% | +1.9% |
| 30D | +56.0% | -35.5% | +91.5% | +60.5% |
| 3M | +30.8% | -44.8% | +75.6% | +35.7% |
| 6M | -9.8% | -45.5% | +35.7% | -16.2% |
| YTD | -39.3% | +232.5% | -271.8% | -65.0% |
| 1Y | -26.4% | +343.3% | -369.7% | -61.6% |
| All | +41.5% | +1,230.7% | -1,189.1% | -57.2% |
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