-45.3%
APP vs MULL
+2,529.3%
-2,574.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.4% | -7.6% | -2.6% |
| 7D | -4.4% | +14.8% | -19.2% | -5.4% |
| 30D | -10.0% | +36.6% | -46.6% | -12.2% |
| 3M | -41.4% | -8.9% | -32.5% | -43.6% |
| 6M | -41.0% | +311.9% | -353.0% | -54.7% |
| YTD | -54.7% | +579.8% | -634.6% | -67.5% |
| 1Y | -45.3% | +2,421.5% | -2,466.9% | -62.3% |
| All | -45.3% | +2,529.3% | -2,574.7% | -62.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling