+506.6%
APP vs MXL
+45.5%
+461.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.7% | +0.2% | -2.8% |
| 7D | +61.1% | -15.9% | +76.9% | +63.7% |
| 30D | +42.8% | -44.0% | +86.8% | +58.1% |
| 3M | +16.7% | -21.3% | +38.0% | +16.0% |
| 6M | -15.6% | -46.1% | +30.5% | -13.1% |
| YTD | -41.3% | +208.8% | -250.1% | -70.0% |
| 1Y | -39.3% | +255.5% | -294.8% | -70.6% |
| 3Y | +803.2% | +223.3% | +579.9% | +266.5% |
| 5Y | +313.2% | -18.1% | +331.2% | +209.2% |
| All | +506.6% | +45.5% | +461.1% | +274.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling