+316.8%
APP vs MCD
+38.5%
+278.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +6.5% | +4.2% | +9.4% |
| 7D | +4.5% | +11.9% | -7.3% | +2.3% |
| 30D | -3.6% | +20.2% | -23.9% | -6.9% |
| 3M | -35.3% | +5.2% | -40.4% | -36.1% |
| 6M | -42.8% | 0.0% | -42.8% | -43.0% |
| YTD | -59.7% | -6.5% | -53.2% | -59.5% |
| 1Y | -55.4% | -3.9% | -51.4% | -55.6% |
| 3Y | +592.0% | +12.5% | +579.5% | +537.9% |
| 5Y | +175.7% | +24.2% | +151.5% | +135.8% |
| All | +316.8% | +38.5% | +278.3% | +243.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling