+887.9%
APP vs MKC
-21.4%
+909.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.2% | +2.7% | +4.0% |
| 7D | +4.6% | -3.0% | +7.5% | +4.3% |
| 30D | +56.0% | +4.8% | +51.2% | +56.3% |
| 3M | +30.8% | -12.8% | +43.7% | +29.1% |
| 6M | -9.8% | +5.0% | -14.8% | -9.2% |
| YTD | -39.3% | -29.1% | -10.2% | -41.9% |
| 1Y | -26.4% | -26.4% | 0.0% | -29.3% |
| 3Y | +887.9% | -21.6% | +909.5% | +834.4% |
| All | +887.9% | -21.4% | +909.3% | +834.4% |
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