+211.7%
MCD vs APH
+894.6%
-682.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.1% | -4.7% | -1.4% |
| 7D | +7.1% | -5.9% | +13.1% | +8.2% |
| 30D | +19.8% | -14.8% | +34.6% | +23.4% |
| 3M | +0.8% | -12.4% | +13.2% | +2.9% |
| 6M | -1.3% | +8.1% | -9.4% | -5.7% |
| YTD | -7.8% | +10.9% | -18.7% | -14.1% |
| 1Y | -5.0% | +8.8% | -13.7% | -11.4% |
| 3Y | +10.5% | +262.1% | -251.5% | -38.8% |
| 5Y | +22.0% | +283.1% | -261.2% | -35.7% |
| All | +211.7% | +894.6% | -682.9% | +1.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling