+169.1%
APD vs MKC
+26.7%
+142.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.5% |
| 7D | -4.6% | -4.3% | -0.3% | -3.1% |
| 30D | -4.2% | -3.1% | -1.1% | -3.2% |
| 3M | +5.0% | +6.8% | -1.8% | +2.0% |
| 6M | +8.9% | -18.3% | +27.3% | +16.4% |
| YTD | +21.9% | -23.1% | +45.0% | +32.7% |
| 1Y | +5.6% | -23.7% | +29.2% | +14.9% |
| 3Y | +6.9% | -31.0% | +37.9% | +19.5% |
| 5Y | +25.3% | -33.5% | +58.9% | +39.4% |
| 10Y | +169.1% | +30.3% | +138.8% | +141.3% |
| All | +169.1% | +26.7% | +142.4% | +141.3% |
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