+7.8%
APD vs MKC
-29.9%
+37.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -1.1% |
| 7D | -2.5% | -4.3% | +1.9% | -1.6% |
| 30D | -1.9% | -2.0% | +0.1% | -1.5% |
| 3M | +8.2% | +10.0% | -1.8% | +6.0% |
| 6M | +10.7% | -18.5% | +29.3% | +16.1% |
| YTD | +22.9% | -22.4% | +45.3% | +30.1% |
| 1Y | +5.8% | -23.6% | +29.4% | +12.4% |
| 3Y | +7.8% | -30.4% | +38.2% | +11.8% |
| All | +7.8% | -29.9% | +37.6% | +11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling