+944.2%
APH vs MKC
+25.8%
+918.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | +0.4% | -7.0% | +7.4% | +1.8% |
| 30D | -8.0% | +4.1% | -12.1% | -9.2% |
| 3M | -5.0% | -10.3% | +5.3% | -3.3% |
| 6M | +29.9% | +1.7% | +28.2% | +27.4% |
| YTD | +18.0% | -29.1% | +47.1% | +26.5% |
| 1Y | +11.3% | -26.0% | +37.3% | +17.8% |
| 3Y | +274.9% | -21.5% | +296.4% | +277.0% |
| 5Y | +300.6% | -35.0% | +335.6% | +323.7% |
| All | +944.2% | +25.8% | +918.5% | +814.8% |
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 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