+298.1%
APP vs MCO
+36.6%
+261.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.3% | +3.6% | +3.6% |
| 7D | +4.6% | +0.5% | +4.1% | +4.1% |
| 30D | +56.0% | +9.8% | +46.2% | +39.1% |
| 3M | +30.8% | +4.3% | +26.6% | +22.4% |
| 6M | -9.8% | +16.5% | -26.3% | -26.4% |
| YTD | -39.3% | +0.1% | -39.4% | -41.6% |
| 1Y | -26.4% | +4.4% | -30.9% | -32.9% |
| 3Y | +887.9% | +51.6% | +836.3% | +457.0% |
| All | +298.1% | +36.6% | +261.4% | +151.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling