-37.0%
APP vs MCD
-6.8%
-30.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.5% | +10.4% | +9.8% |
| 7D | +71.2% | +7.1% | +64.1% | +72.8% |
| 30D | +39.1% | +19.8% | +19.3% | +44.9% |
| 3M | +16.5% | +0.8% | +15.7% | +13.3% |
| 6M | -16.6% | -1.3% | -15.2% | -19.9% |
| YTD | -41.9% | -7.8% | -34.2% | -46.8% |
| 1Y | -37.0% | -5.0% | -32.1% | -38.2% |
| All | -37.0% | -6.8% | -30.3% | -38.2% |
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