+177.3%
MCD vs APH
+1,060.9%
-883.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.7% |
| 7D | -2.8% | +5.0% | -7.8% | -4.0% |
| 30D | -6.0% | -3.9% | -2.1% | -5.3% |
| 3M | -5.6% | +13.0% | -18.6% | -9.4% |
| 6M | -21.9% | +25.2% | -47.0% | -27.6% |
| YTD | -14.7% | +22.9% | -37.6% | -21.8% |
| 1Y | -17.3% | +47.8% | -65.1% | -29.3% |
| 3Y | -2.2% | +283.0% | -285.2% | -45.4% |
| 5Y | +20.3% | +349.7% | -329.4% | -39.3% |
| All | +177.3% | +1,060.9% | -883.6% | -12.2% |
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 2016-09-04 to 2026-09-04: 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling