+211.3%
MCD vs APD
+192.6%
+18.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.3% | +1.1% |
| 7D | +5.9% | -1.6% | +7.5% | +6.5% |
| 30D | +19.6% | +10.6% | +9.0% | +16.0% |
| 3M | +3.3% | +2.5% | +0.7% | +2.4% |
| 6M | +3.5% | +6.0% | -2.5% | +1.3% |
| YTD | -6.1% | +28.4% | -34.6% | -13.8% |
| 1Y | -3.7% | +22.2% | -25.8% | -10.4% |
| 3Y | +13.4% | +26.6% | -13.2% | +1.3% |
| 5Y | +25.2% | +11.8% | +13.4% | +14.6% |
| 10Y | +211.3% | +187.8% | +23.5% | +98.8% |
| All | +211.3% | +192.6% | +18.7% | +98.8% |
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