-1.5%
MCD vs APA
+5.6%
-7.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -1.5% |
| 7D | -2.8% | +0.5% | -3.4% | -2.8% |
| 30D | -6.0% | +23.4% | -29.4% | -5.9% |
| 3M | -5.6% | +12.7% | -18.3% | -5.4% |
| 6M | -21.9% | +39.4% | -61.3% | -21.9% |
| YTD | -14.7% | +79.0% | -93.7% | -15.0% |
| 1Y | -17.3% | +88.8% | -106.1% | -17.5% |
| All | -1.5% | +5.6% | -7.1% | +0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling