+446.2%
APP vs MCD
+37.4%
+408.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -0.8% | +31.8% | +31.2% |
| 7D | +39.7% | +8.0% | +31.7% | +37.6% |
| 30D | +27.7% | +19.6% | +8.1% | +23.5% |
| 3M | -14.8% | +2.2% | -17.0% | -15.4% |
| 6M | -25.5% | -1.1% | -24.4% | -25.7% |
| YTD | -47.2% | -7.2% | -39.9% | -46.9% |
| 1Y | -42.3% | -6.7% | -35.6% | -42.2% |
| 3Y | +806.8% | +11.6% | +795.2% | +736.8% |
| 5Y | +261.6% | +22.6% | +239.0% | +210.3% |
| All | +446.2% | +37.4% | +408.7% | +350.0% |
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