+99.2%
APA vs MKC
-23.2%
+122.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.8% | +3.8% | +3.0% |
| 7D | +0.3% | -4.3% | +4.6% | +0.5% |
| 30D | +9.3% | -3.1% | +12.4% | +9.5% |
| 3M | +23.3% | +6.8% | +16.5% | +23.4% |
| 6M | +39.5% | -18.3% | +57.8% | +42.2% |
| YTD | +87.6% | -23.1% | +110.7% | +89.6% |
| All | +99.2% | -23.2% | +122.5% | +105.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling