+503.8%
APP vs MKC
-40.2%
+544.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.7% |
| 7D | +10.6% | -7.3% | +17.8% | +10.8% |
| 30D | +44.6% | +4.0% | +40.6% | +44.2% |
| 3M | +29.6% | -11.5% | +41.1% | +29.8% |
| 6M | -19.8% | +1.1% | -20.8% | -19.9% |
| YTD | -41.6% | -29.9% | -11.7% | -41.4% |
| 1Y | -32.7% | -27.0% | -5.7% | -32.7% |
| 3Y | +799.0% | -22.3% | +821.4% | +779.0% |
| 5Y | +250.4% | -36.0% | +286.4% | +295.3% |
| All | +503.8% | -40.2% | +544.0% | +552.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling