+306.4%
APP vs MCK
+342.6%
-36.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.2% |
| 7D | +0.3% | -4.4% | +4.7% | +0.6% |
| 30D | -1.3% | -2.2% | +0.9% | -1.2% |
| 3M | -36.2% | +11.6% | -47.8% | -36.7% |
| 6M | -34.1% | -4.9% | -29.2% | -33.8% |
| YTD | -53.3% | +7.7% | -61.0% | -53.5% |
| 1Y | -44.5% | +25.2% | -69.8% | -45.7% |
| 3Y | +646.7% | +112.1% | +534.5% | +597.5% |
| 5Y | +306.4% | +345.8% | -39.4% | +233.5% |
| All | +306.4% | +342.6% | -36.2% | +233.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling