-3.9%
MCD vs APH
+16.5%
-20.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -6.2% | +12.7% | +6.1% |
| 7D | +11.9% | -2.4% | +14.3% | +11.6% |
| 30D | +20.2% | -9.5% | +29.7% | +19.7% |
| 3M | +5.2% | -7.6% | +12.8% | +4.8% |
| 6M | 0.0% | +12.4% | -12.4% | +0.1% |
| YTD | -6.5% | +17.5% | -24.0% | -4.5% |
| 1Y | -3.9% | +16.4% | -20.3% | -1.9% |
| All | -3.9% | +16.5% | -20.4% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 1y: compounded portfolio wealth divided by compounded APH 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…
1y analysis · Full analysis span regression · 6 months rolling