+506.6%
APP vs MCD
+39.5%
+467.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.3% | -3.8% | -3.6% |
| 7D | +61.1% | +7.3% | +53.8% | +58.9% |
| 30D | +42.8% | +20.0% | +22.8% | +38.0% |
| 3M | +16.7% | +3.8% | +12.8% | +15.5% |
| 6M | -15.6% | +3.8% | -19.3% | -16.6% |
| YTD | -41.3% | -5.9% | -35.4% | -41.2% |
| 1Y | -39.3% | -3.2% | -36.0% | -39.8% |
| 3Y | +803.2% | +13.3% | +789.9% | +730.9% |
| 5Y | +313.2% | +25.2% | +287.9% | +252.5% |
| All | +506.6% | +39.5% | +467.1% | +398.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 MCD 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