+355.9%
APH vs MKC
-33.7%
+389.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.8% | +0.9% |
| 7D | +5.0% | -5.9% | +10.8% | +5.5% |
| 30D | -3.9% | -0.9% | -3.0% | -3.9% |
| 3M | +13.0% | +12.7% | +0.2% | +11.0% |
| 6M | +25.2% | -19.3% | +44.4% | +28.5% |
| YTD | +22.9% | -22.2% | +45.1% | +26.7% |
| 1Y | +47.8% | -23.3% | +71.2% | +52.5% |
| 3Y | +283.0% | -30.0% | +313.0% | +300.7% |
| All | +355.9% | -33.7% | +389.6% | +377.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling