+188.0%
APD vs MKC
+24.9%
+163.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +1.3% |
| 7D | -0.2% | -2.4% | +2.2% | +0.6% |
| 30D | +11.0% | +5.4% | +5.6% | +8.7% |
| 3M | +2.0% | -11.1% | +13.1% | +6.1% |
| 6M | +7.1% | -1.4% | +8.5% | +6.5% |
| YTD | +29.8% | -29.4% | +59.2% | +45.5% |
| 1Y | +24.0% | -24.7% | +48.8% | +35.3% |
| 3Y | +27.2% | -21.8% | +49.0% | +33.9% |
| 5Y | +12.8% | -36.0% | +48.8% | +26.1% |
| All | +188.0% | +24.9% | +163.0% | +160.1% |
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