+298.1%
APP vs MCD
+21.9%
+276.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.6% | +4.5% | +4.0% |
| 7D | +4.6% | -1.6% | +6.2% | +4.9% |
| 30D | +56.0% | +14.1% | +41.9% | +52.1% |
| 3M | +30.8% | +0.6% | +30.2% | +30.2% |
| 6M | -9.8% | 0.0% | -9.8% | -10.3% |
| YTD | -39.3% | -9.3% | -30.0% | -38.8% |
| 1Y | -26.4% | -9.3% | -17.1% | -26.0% |
| 3Y | +887.9% | +8.6% | +879.3% | +811.3% |
| All | +298.1% | +21.9% | +276.2% | +228.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling