+22.7%
MCD vs APA
+71.7%
-48.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.2% | -0.6% |
| 7D | +7.1% | -15.5% | +22.6% | +7.4% |
| 30D | +19.8% | +2.4% | +17.4% | +19.6% |
| 3M | +0.8% | +22.8% | -22.0% | +0.2% |
| 6M | -1.3% | +17.9% | -19.3% | -1.9% |
| YTD | -7.8% | +87.7% | -95.4% | -9.9% |
| 1Y | -5.0% | +94.2% | -99.1% | -7.3% |
| 3Y | +10.5% | +27.2% | -16.7% | +9.4% |
| All | +22.7% | +71.7% | -48.9% | +18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling