+962.6%
APA vs MKC
+3,031.2%
-2,068.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.2% |
| 7D | +9.6% | -7.3% | +16.9% | +11.6% |
| 30D | -0.2% | +4.0% | -4.2% | -1.5% |
| 3M | +19.8% | -11.5% | +31.3% | +22.7% |
| 6M | +30.1% | +1.1% | +29.0% | +28.5% |
| YTD | +100.4% | -29.9% | +130.3% | +115.6% |
| 1Y | +105.2% | -27.0% | +132.2% | +118.2% |
| 3Y | +44.6% | -22.3% | +66.9% | +49.7% |
| 5Y | +88.8% | -36.0% | +124.8% | +102.7% |
| 10Y | +6.6% | +24.2% | -17.6% | -5.1% |
| All | +962.6% | +3,031.2% | -2,068.7% | +443.3% |
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