+329.1%
APP vs MXL
+34.9%
+294.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +7.5% | -9.8% | -4.0% |
| 7D | -4.4% | +19.0% | -23.4% | -8.5% |
| 30D | -10.0% | +4.5% | -14.5% | -11.9% |
| 3M | -41.4% | -1.5% | -39.9% | -44.8% |
| 6M | -41.0% | +348.6% | -389.6% | -71.2% |
| YTD | -54.7% | +310.3% | -365.0% | -77.3% |
| 1Y | -45.3% | +344.7% | -390.1% | -74.0% |
| 3Y | +624.3% | +211.2% | +413.1% | +228.8% |
| 5Y | +329.1% | +34.8% | +294.3% | +219.5% |
| All | +329.1% | +34.9% | +294.2% | +219.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 5y: compounded portfolio wealth divided by compounded MXL 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…
5y analysis · Full analysis span regression · 6 months rolling