-1.5%
MCD vs APD
+9.1%
-10.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.4% |
| 7D | -2.8% | -2.2% | -0.6% | -2.5% |
| 30D | -6.0% | +2.1% | -8.1% | -6.3% |
| 3M | -5.6% | +7.2% | -12.8% | -6.5% |
| 6M | -21.9% | +11.2% | -33.1% | -23.0% |
| YTD | -14.7% | +24.4% | -39.1% | -17.4% |
| 1Y | -17.3% | +6.7% | -23.9% | -18.0% |
| All | -1.5% | +9.1% | -10.7% | -4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling