+35.4%
APP vs MULL
+968.6%
-933.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +9.1% | +0.8% | +8.9% |
| 7D | +71.2% | -42.7% | +113.9% | +78.8% |
| 30D | +39.1% | -63.8% | +102.8% | +53.7% |
| 3M | +16.5% | -49.0% | +65.6% | +21.5% |
| 6M | -16.6% | -38.2% | +21.6% | -26.7% |
| YTD | -41.9% | +167.0% | -209.0% | -65.6% |
| 1Y | -37.0% | +247.7% | -284.8% | -66.0% |
| All | +35.4% | +968.6% | -933.2% | -58.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling