+654.6%
APP vs MKC
-30.0%
+684.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.2% |
| 7D | +0.9% | -5.9% | +6.8% | +0.6% |
| 30D | -23.3% | -0.9% | -22.4% | -23.3% |
| 3M | -42.6% | +12.7% | -55.4% | -42.2% |
| 6M | -33.6% | -19.3% | -14.3% | -35.2% |
| YTD | -52.4% | -22.2% | -30.3% | -53.4% |
| 1Y | -35.9% | -23.3% | -12.5% | -36.9% |
| All | +654.6% | -30.0% | +684.6% | +723.2% |
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 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