+262.1%
APH vs MKC
-18.6%
+280.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.3% | +7.4% | +3.7% |
| 7D | -5.9% | +2.3% | -8.3% | -5.6% |
| 30D | -14.8% | +8.1% | -22.9% | -14.0% |
| 3M | -12.4% | -6.4% | -6.0% | -12.5% |
| 6M | +8.1% | +1.8% | +6.3% | +8.4% |
| YTD | +10.9% | -26.9% | +37.8% | +10.7% |
| 1Y | +8.8% | -21.7% | +30.5% | +8.7% |
| 3Y | +262.1% | -18.7% | +280.8% | +253.2% |
| All | +262.1% | -18.6% | +280.6% | +253.2% |
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