+5,927.3%
APD vs MKC
+3,376.8%
+2,550.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.7% |
| 7D | -2.2% | -5.9% | +3.7% | -0.4% |
| 30D | +2.1% | -0.9% | +3.0% | +2.3% |
| 3M | +7.2% | +12.7% | -5.6% | +2.9% |
| 6M | +11.2% | -19.3% | +30.5% | +17.8% |
| YTD | +24.4% | -22.2% | +46.5% | +32.6% |
| 1Y | +6.7% | -23.3% | +30.0% | +14.0% |
| 3Y | +9.2% | -30.0% | +39.2% | +18.8% |
| 5Y | +27.4% | -33.8% | +61.1% | +39.3% |
| 10Y | +164.8% | +24.4% | +140.4% | +136.5% |
| All | +5,927.3% | +3,376.8% | +2,550.5% | +2,370.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling