+520.8%
APP vs MXL
+62.0%
+458.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +11.4% | -9.0% | 0.0% |
| 7D | +48.9% | +5.5% | +43.5% | +44.6% |
| 30D | +49.4% | -32.6% | +82.1% | +58.9% |
| 3M | +27.0% | -13.1% | +40.2% | +23.7% |
| 6M | -15.4% | -41.4% | +26.0% | -14.3% |
| YTD | -39.9% | +243.9% | -283.9% | -70.0% |
| 1Y | -32.0% | +305.1% | -337.0% | -68.2% |
| 3Y | +824.3% | +260.1% | +564.3% | +266.5% |
| 5Y | +252.4% | -12.1% | +264.5% | +160.2% |
| All | +520.8% | +62.0% | +458.8% | +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