+979.9%
APA vs MKC
+3,068.3%
-2,088.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.5% | +1.4% |
| 7D | +8.5% | -3.0% | +11.5% | +9.3% |
| 30D | +2.8% | +4.8% | -2.0% | +1.2% |
| 3M | +21.7% | -12.8% | +34.6% | +25.1% |
| 6M | +32.6% | +5.0% | +27.6% | +29.8% |
| YTD | +103.7% | -29.1% | +132.8% | +118.5% |
| 1Y | +101.8% | -26.4% | +128.2% | +114.2% |
| 3Y | +48.1% | -21.6% | +69.7% | +52.9% |
| 5Y | +91.9% | -35.2% | +127.1% | +105.4% |
| 10Y | +8.4% | +25.6% | -17.3% | -3.8% |
| All | +979.9% | +3,068.3% | -2,088.4% | +450.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling