+396.9%
APP vs MCO
+56.9%
+340.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.6% | +1.4% | +1.2% |
| 7D | +1.1% | -3.8% | +4.8% | +5.3% |
| 30D | +6.6% | -0.4% | +7.0% | +6.4% |
| 3M | -32.3% | +7.7% | -40.0% | -38.4% |
| 6M | -29.8% | +7.0% | -36.8% | -35.9% |
| YTD | -51.9% | -6.4% | -45.5% | -49.5% |
| 1Y | -43.3% | -7.6% | -35.7% | -40.5% |
| 3Y | +664.1% | +43.2% | +620.8% | +374.1% |
| 5Y | +318.7% | +29.6% | +289.1% | +175.4% |
| All | +396.9% | +56.9% | +340.0% | +208.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 10y: compounded portfolio wealth divided by compounded MCO 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…
10y analysis · Full analysis span regression · 6 months rolling