-3.7%
APA vs MKC
+29.9%
-33.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | +4.6% | -1.5% | +6.0% | +4.9% |
| 30D | +11.9% | -3.1% | +15.0% | +12.6% |
| 3M | +22.5% | +5.2% | +17.3% | +20.8% |
| 6M | +37.5% | -12.8% | +50.4% | +41.0% |
| YTD | +87.2% | -23.3% | +110.4% | +97.1% |
| 1Y | +101.4% | -24.1% | +125.5% | +112.2% |
| 3Y | +16.9% | -32.1% | +49.0% | +25.3% |
| 5Y | +178.4% | -32.8% | +211.2% | +196.4% |
| All | -3.7% | +29.9% | -33.6% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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