-3.5%
MCD vs APA
+89.4%
-92.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | +5.9% | -8.7% | +14.7% | +5.4% |
| 30D | +19.6% | -2.4% | +22.1% | +19.2% |
| 3M | +3.3% | +19.0% | -15.7% | +3.8% |
| 6M | +3.5% | +26.8% | -23.3% | +4.2% |
| YTD | -6.1% | +87.3% | -93.5% | -8.7% |
| All | -3.5% | +89.4% | -92.9% | -6.3% |
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