+211.7%
MCD vs APD
+185.9%
+25.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.1% |
| 7D | +7.1% | -3.7% | +10.8% | +8.4% |
| 30D | +19.8% | +9.6% | +10.2% | +16.5% |
| 3M | +0.8% | +1.6% | -0.8% | +0.3% |
| 6M | -1.3% | +2.2% | -3.5% | -2.3% |
| YTD | -7.8% | +25.9% | -33.6% | -14.8% |
| 1Y | -5.0% | +20.1% | -25.1% | -11.1% |
| 3Y | +10.5% | +12.4% | -1.8% | +2.7% |
| 5Y | +22.0% | +11.1% | +10.8% | +11.6% |
| All | +211.7% | +185.9% | +25.8% | +101.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling