+39.5%
APA vs MCO
+2.6%
+36.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.4% | +4.4% | +2.5% |
| 7D | +0.3% | -3.1% | +3.5% | -0.7% |
| 30D | +9.3% | -0.5% | +9.8% | +9.2% |
| 3M | +23.3% | +5.7% | +17.6% | +26.2% |
| 6M | +39.5% | +3.0% | +36.5% | +43.2% |
| All | +39.5% | +2.6% | +36.8% | +43.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling