-3.2%
MCD vs APA
+91.9%
-95.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.3% |
| 7D | +7.3% | -5.5% | +12.8% | +6.9% |
| 30D | +20.0% | -1.2% | +21.1% | +19.6% |
| 3M | +3.8% | +10.6% | -6.7% | +4.1% |
| 6M | +3.8% | +28.4% | -24.7% | +4.6% |
| YTD | -5.9% | +89.7% | -95.6% | -8.4% |
| 1Y | -3.2% | +90.6% | -93.8% | -6.0% |
| All | -3.2% | +91.9% | -95.1% | -6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling