+6,475.2%
MCD vs APA
+860.5%
+5,614.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.2% | -0.8% |
| 7D | +7.1% | -15.5% | +22.6% | +8.7% |
| 30D | +19.8% | +2.4% | +17.4% | +19.3% |
| 3M | +0.8% | +22.8% | -22.0% | -1.5% |
| 6M | -1.3% | +17.9% | -19.3% | -3.5% |
| YTD | -7.8% | +87.7% | -95.4% | -14.2% |
| 1Y | -5.0% | +94.2% | -99.1% | -12.0% |
| 3Y | +10.5% | +27.2% | -16.7% | +4.6% |
| 5Y | +22.0% | +74.1% | -52.2% | +8.6% |
| 10Y | +216.7% | +2.6% | +214.0% | +157.7% |
| All | +6,475.2% | +860.5% | +5,614.8% | +4,240.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling