+1,062.4%
APH vs MKC
+26.7%
+1,035.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | +1.6% | -4.3% | +5.9% | +2.6% |
| 30D | -3.0% | -3.1% | +0.1% | -2.5% |
| 3M | +5.7% | +6.8% | -1.1% | +3.3% |
| 6M | +20.0% | -18.3% | +38.3% | +25.4% |
| YTD | +20.8% | -23.1% | +43.9% | +27.8% |
| 1Y | +40.2% | -23.7% | +63.9% | +48.2% |
| 3Y | +288.1% | -31.0% | +319.1% | +315.1% |
| 5Y | +352.5% | -33.5% | +386.1% | +383.1% |
| 10Y | +1,062.4% | +30.3% | +1,032.2% | +913.9% |
| All | +1,062.4% | +26.7% | +1,035.8% | +913.9% |
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