+213.3%
MCD vs APA
+0.4%
+213.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.1% |
| 7D | +7.3% | -5.5% | +12.8% | +7.7% |
| 30D | +20.0% | -1.2% | +21.1% | +19.9% |
| 3M | +3.8% | +10.6% | -6.7% | +2.6% |
| 6M | +3.8% | +28.4% | -24.7% | +0.8% |
| YTD | -5.9% | +89.7% | -95.6% | -12.4% |
| 1Y | -3.2% | +90.6% | -93.8% | -10.1% |
| 3Y | +13.3% | +36.9% | -23.6% | +6.8% |
| 5Y | +25.2% | +83.2% | -58.0% | +10.6% |
| 10Y | +213.3% | -0.1% | +213.5% | +127.1% |
| All | +213.3% | +0.4% | +213.0% | +127.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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