-55.4%
APP vs MCK
+31.3%
-86.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +7.0% | +3.7% | +10.1% |
| 7D | +4.5% | +11.3% | -6.8% | +4.0% |
| 30D | -3.6% | +16.8% | -20.4% | -4.2% |
| 3M | -35.3% | +28.9% | -64.2% | -35.4% |
| 6M | -42.8% | +32.7% | -75.5% | -42.9% |
| YTD | -59.7% | +30.8% | -90.4% | -58.0% |
| 1Y | -55.4% | +27.6% | -82.9% | -54.1% |
| All | -55.4% | +31.3% | -86.6% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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