+500.0%
APP vs MCD
+36.7%
+463.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.5% | +10.4% | +10.0% |
| 7D | +71.2% | +7.1% | +64.1% | +68.9% |
| 30D | +39.1% | +19.8% | +19.3% | +34.5% |
| 3M | +16.5% | +0.8% | +15.7% | +16.0% |
| 6M | -16.6% | -1.3% | -15.2% | -16.7% |
| YTD | -41.9% | -7.8% | -34.2% | -41.6% |
| 1Y | -37.0% | -5.0% | -32.1% | -37.4% |
| 3Y | +892.4% | +10.5% | +881.9% | +818.7% |
| 5Y | +297.3% | +22.0% | +275.3% | +241.3% |
| All | +500.0% | +36.7% | +463.3% | +394.8% |
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