+892.4%
APP vs MKC
-18.6%
+911.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -3.3% | +13.2% | +9.6% |
| 7D | +71.2% | +2.3% | +68.9% | +71.3% |
| 30D | +39.1% | +8.1% | +31.0% | +39.6% |
| 3M | +16.5% | -6.4% | +23.0% | +15.7% |
| 6M | -16.6% | +1.8% | -18.3% | -16.5% |
| YTD | -41.9% | -26.9% | -15.1% | -44.2% |
| 1Y | -37.0% | -21.7% | -15.3% | -39.2% |
| 3Y | +892.4% | -18.7% | +911.2% | +825.6% |
| All | +892.4% | -18.6% | +911.0% | +825.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling