+270.9%
APH vs MKC
-21.4%
+292.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -1.6% |
| 7D | +4.9% | -3.0% | +7.9% | +4.5% |
| 30D | -5.4% | +4.8% | -10.2% | -4.9% |
| 3M | -5.5% | -12.8% | +7.4% | -6.1% |
| 6M | +25.9% | +5.0% | +20.9% | +25.8% |
| YTD | +16.4% | -29.1% | +45.4% | +15.6% |
| 1Y | +16.5% | -26.4% | +42.9% | +15.9% |
| 3Y | +270.9% | -21.6% | +292.5% | +261.9% |
| All | +270.9% | -21.4% | +292.3% | +261.9% |
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 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