-32.0%
APP vs MCD
-6.3%
-25.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.6% | +5.0% | +2.1% |
| 7D | +48.9% | -1.9% | +50.9% | +48.7% |
| 30D | +49.4% | +16.6% | +32.8% | +53.2% |
| 3M | +27.0% | +0.9% | +26.1% | +23.8% |
| 6M | -15.4% | +1.5% | -16.9% | -16.9% |
| YTD | -39.9% | -8.3% | -31.6% | -44.8% |
| 1Y | -32.0% | -8.1% | -23.8% | -36.8% |
| All | -32.0% | -6.3% | -25.6% | -36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling