+10.9%
APP vs MULL
+2,561.4%
-2,550.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +11.8% | -9.6% | +0.6% |
| 7D | +0.9% | +17.3% | -16.4% | -1.4% |
| 30D | -23.3% | +23.5% | -46.8% | -25.9% |
| 3M | -42.6% | -24.0% | -18.7% | -45.2% |
| 6M | -33.6% | +276.7% | -310.3% | -57.1% |
| YTD | -52.4% | +565.1% | -617.5% | -74.0% |
| 1Y | -35.9% | +2,802.6% | -2,838.5% | -77.9% |
| All | +10.9% | +2,561.4% | -2,550.4% | -68.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling