+205.9%
MCD vs APA
+4.1%
+201.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.6% | -6.2% | -2.9% |
| 7D | -1.9% | +5.1% | -7.0% | -2.4% |
| 30D | +16.6% | +0.3% | +16.3% | +16.4% |
| 3M | +0.9% | +15.6% | -14.7% | -0.7% |
| 6M | +1.5% | +28.9% | -27.4% | -1.4% |
| YTD | -8.3% | +96.6% | -104.9% | -15.0% |
| 1Y | -8.1% | +95.5% | -103.6% | -14.8% |
| 3Y | +10.3% | +41.8% | -31.5% | +3.7% |
| 5Y | +23.4% | +85.4% | -62.0% | +8.9% |
| 10Y | +205.9% | +4.5% | +201.4% | +121.2% |
| All | +205.9% | +4.1% | +201.8% | +121.2% |
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