+6,511.4%
MCD vs APD
+6,285.2%
+226.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.2% | 0.0% |
| 7D | +8.0% | -0.7% | +8.8% | +8.3% |
| 30D | +19.6% | +10.1% | +9.5% | +16.6% |
| 3M | +2.2% | +4.9% | -2.7% | +0.9% |
| 6M | -1.1% | +2.5% | -3.6% | -2.1% |
| YTD | -7.2% | +27.8% | -35.0% | -13.6% |
| 1Y | -6.7% | +32.9% | -39.6% | -14.3% |
| 3Y | +11.6% | +13.4% | -1.8% | +4.8% |
| 5Y | +22.6% | +12.8% | +9.8% | +13.9% |
| 10Y | +218.4% | +194.6% | +23.8% | +125.7% |
| All | +6,511.4% | +6,285.2% | +226.1% | +1,494.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling