+213.3%
MCD vs APH
+938.3%
-725.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | +7.3% | -5.0% | +12.3% | +8.2% |
| 30D | +20.0% | -8.4% | +28.3% | +21.6% |
| 3M | +3.8% | -4.5% | +8.3% | +3.9% |
| 6M | +3.8% | +25.3% | -21.5% | -4.4% |
| YTD | -5.9% | +18.9% | -24.8% | -13.7% |
| 1Y | -3.2% | +11.9% | -15.2% | -10.0% |
| 3Y | +13.3% | +278.0% | -264.7% | -37.5% |
| 5Y | +25.2% | +306.4% | -281.2% | -34.6% |
| 10Y | +213.3% | +955.2% | -741.8% | +0.7% |
| All | +213.3% | +938.3% | -725.0% | +0.7% |
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