-4.1%
APA vs MCO
+385.7%
-389.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | +0.2% |
| 7D | +0.8% | -7.3% | +8.1% | +5.4% |
| 30D | +9.6% | -1.7% | +11.3% | +10.3% |
| 3M | +18.0% | +3.9% | +14.1% | +13.6% |
| 6M | +41.9% | +3.8% | +38.1% | +35.0% |
| YTD | +86.3% | -7.9% | +94.2% | +88.3% |
| 1Y | +97.9% | -6.8% | +104.7% | +97.0% |
| 3Y | +12.8% | +40.9% | -28.2% | -17.6% |
| 5Y | +177.2% | +27.5% | +149.7% | +111.5% |
| All | -4.1% | +385.7% | -389.8% | -59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 10y: compounded portfolio wealth divided by compounded MCO 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…
10y analysis · Full analysis span regression · 6 months rolling