+472.0%
APA vs MCO
+7,398.7%
-6,926.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.4% | +4.4% | +3.5% |
| 7D | +0.3% | -3.1% | +3.5% | +1.5% |
| 30D | +9.3% | -0.5% | +9.8% | +9.3% |
| 3M | +23.3% | +5.7% | +17.6% | +19.6% |
| 6M | +39.5% | +3.0% | +36.5% | +35.7% |
| YTD | +87.6% | -6.5% | +94.1% | +88.1% |
| 1Y | +114.2% | -5.8% | +120.0% | +113.3% |
| 3Y | +13.6% | +43.1% | -29.5% | -5.2% |
| 5Y | +175.6% | +29.5% | +146.1% | +136.2% |
| 10Y | -2.6% | +388.8% | -391.5% | -46.4% |
| All | +472.0% | +7,398.7% | -6,926.7% | +32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling