+193.1%
APD vs MKC
+25.8%
+167.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.3% |
| 7D | +3.8% | -3.0% | +6.8% | +4.9% |
| 30D | +8.2% | +4.8% | +3.4% | +6.2% |
| 3M | +4.3% | -12.8% | +17.1% | +9.2% |
| 6M | +4.7% | +5.0% | -0.3% | +1.8% |
| YTD | +31.5% | -29.1% | +60.6% | +47.2% |
| 1Y | +23.5% | -26.4% | +49.9% | +36.0% |
| 3Y | +29.1% | -21.6% | +50.7% | +35.9% |
| 5Y | +15.9% | -35.2% | +51.1% | +28.9% |
| All | +193.1% | +25.8% | +167.3% | +164.3% |
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 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