+26.6%
APD vs MKC
-20.6%
+47.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.3% |
| 7D | -1.6% | -1.9% | +0.4% | -1.2% |
| 30D | +10.6% | +8.0% | +2.6% | +8.8% |
| 3M | +2.5% | -8.6% | +11.1% | +4.3% |
| 6M | +6.0% | +1.1% | +4.9% | +5.3% |
| YTD | +28.4% | -27.7% | +56.1% | +38.4% |
| 1Y | +22.2% | -23.7% | +45.9% | +29.2% |
| 3Y | +26.6% | -19.4% | +46.0% | +30.5% |
| All | +26.6% | -20.6% | +47.1% | +30.5% |
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