+25.2%
MCD vs APD
+12.1%
+13.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.3% | +1.4% |
| 7D | +5.9% | -1.6% | +7.5% | +6.3% |
| 30D | +19.6% | +10.6% | +9.0% | +17.4% |
| 3M | +3.3% | +2.5% | +0.7% | +2.8% |
| 6M | +3.5% | +6.0% | -2.5% | +2.2% |
| YTD | -6.1% | +28.4% | -34.6% | -10.9% |
| 1Y | -3.7% | +22.2% | -25.8% | -7.7% |
| 3Y | +13.4% | +26.6% | -13.2% | +6.0% |
| 5Y | +25.2% | +11.8% | +13.4% | +18.6% |
| All | +25.2% | +12.1% | +13.0% | +18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling