-43.0%
APP vs MKC
-24.0%
-19.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.3% | -2.7% |
| 7D | +0.1% | -4.3% | +4.4% | -0.8% |
| 30D | -10.0% | -2.0% | -8.0% | -10.4% |
| 3M | -44.6% | +10.0% | -54.6% | -43.2% |
| 6M | -37.9% | -18.5% | -19.3% | -45.3% |
| YTD | -53.7% | -22.4% | -31.3% | -59.2% |
| 1Y | -43.0% | -23.6% | -19.3% | -48.1% |
| All | -43.0% | -24.0% | -19.0% | -48.1% |
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