+298.1%
APP vs MXL
-19.3%
+317.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -5.4% | +9.3% | +5.0% |
| 7D | +4.6% | +13.4% | -8.8% | +1.7% |
| 30D | +56.0% | -29.2% | +85.3% | +63.7% |
| 3M | +30.8% | -27.2% | +58.1% | +32.8% |
| 6M | -9.8% | -36.4% | +26.6% | -10.9% |
| YTD | -39.3% | +220.0% | -259.3% | -69.3% |
| 1Y | -26.4% | +304.8% | -331.2% | -66.1% |
| 3Y | +887.9% | +238.5% | +649.5% | +290.5% |
| All | +298.1% | -19.3% | +317.3% | +227.5% |
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