+391.7%
APP vs MXL
+69.6%
+322.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.5% | -3.3% | +0.9% |
| 7D | +0.9% | +1.6% | -0.8% | +0.4% |
| 30D | -23.3% | -7.0% | -16.3% | -22.9% |
| 3M | -42.6% | -33.4% | -9.2% | -40.4% |
| 6M | -33.6% | +260.2% | -293.8% | -65.2% |
| YTD | -52.4% | +260.0% | -312.4% | -75.2% |
| 1Y | -35.9% | +303.5% | -339.4% | -68.8% |
| 3Y | +642.2% | +160.4% | +481.8% | +258.6% |
| 5Y | +311.1% | +14.7% | +296.4% | +197.2% |
| All | +391.7% | +69.6% | +322.1% | +209.0% |
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