+195.2%
MCD vs APD
+191.6%
+3.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -1.6% | +2.2% | -3.8% | -2.3% |
| 30D | +16.0% | +9.4% | +6.6% | +12.9% |
| 3M | 0.0% | +4.7% | -4.7% | -1.5% |
| 6M | +0.9% | +5.5% | -4.5% | -1.0% |
| YTD | -8.7% | +31.4% | -40.1% | -16.8% |
| 1Y | -8.6% | +24.1% | -32.7% | -15.4% |
| 3Y | +9.9% | +28.8% | -18.9% | -2.4% |
| 5Y | +22.6% | +15.8% | +6.9% | +10.8% |
| All | +195.2% | +191.6% | +3.6% | +83.6% |
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