+367.9%
APP vs MCK
+380.2%
-12.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.2% |
| 7D | -4.4% | -3.6% | -0.8% | -4.1% |
| 30D | -10.0% | +1.4% | -11.5% | -10.1% |
| 3M | -41.4% | +13.8% | -55.3% | -42.1% |
| 6M | -41.0% | -5.2% | -35.9% | -40.7% |
| YTD | -54.7% | +9.0% | -63.8% | -55.0% |
| 1Y | -45.3% | +26.9% | -72.2% | -46.6% |
| 3Y | +624.3% | +114.7% | +509.5% | +569.5% |
| 5Y | +329.1% | +347.1% | -18.0% | +254.9% |
| All | +367.9% | +380.2% | -12.3% | +282.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling