+5,979.9%
MCD vs APA
+815.8%
+5,164.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -1.2% |
| 7D | -2.8% | +0.5% | -3.4% | -2.9% |
| 30D | -6.0% | +23.4% | -29.4% | -8.0% |
| 3M | -5.6% | +12.7% | -18.3% | -6.9% |
| 6M | -21.9% | +39.4% | -61.3% | -24.8% |
| YTD | -14.7% | +79.0% | -93.7% | -20.1% |
| 1Y | -17.3% | +88.8% | -106.1% | -23.2% |
| 3Y | -2.2% | +6.4% | -8.5% | -5.6% |
| 5Y | +20.3% | +153.0% | -132.7% | +2.7% |
| 10Y | +180.7% | +7.5% | +173.2% | +127.5% |
| All | +5,979.9% | +815.8% | +5,164.1% | +3,942.2% |
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