+329.1%
APP vs MCO
+29.3%
+299.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -0.7% |
| 7D | -4.4% | -3.1% | -1.2% | -1.2% |
| 30D | -10.0% | -0.5% | -9.5% | -10.0% |
| 3M | -41.4% | +5.7% | -47.1% | -45.6% |
| 6M | -41.0% | +3.0% | -44.1% | -43.8% |
| YTD | -54.7% | -6.5% | -48.2% | -52.3% |
| 1Y | -45.3% | -5.8% | -39.6% | -44.1% |
| 3Y | +624.3% | +43.1% | +581.2% | +340.5% |
| 5Y | +329.1% | +29.5% | +299.6% | +196.2% |
| All | +329.1% | +29.3% | +299.8% | +196.2% |
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