-55.4%
APP vs MKC
-18.2%
-37.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.4% | +5.3% | +11.0% |
| 7D | +4.5% | +9.6% | -5.1% | +5.3% |
| 30D | -3.6% | +12.0% | -15.7% | -2.6% |
| 3M | -35.3% | -2.0% | -33.2% | -36.0% |
| 6M | -42.8% | +7.2% | -50.0% | -42.4% |
| YTD | -59.7% | -23.7% | -35.9% | -65.3% |
| 1Y | -55.4% | -18.3% | -37.1% | -57.2% |
| All | -55.4% | -18.2% | -37.1% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling