-9.3%
MCD vs APH
+11.6%
-20.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.7% |
| 7D | -1.6% | +4.9% | -6.5% | -1.3% |
| 30D | +14.1% | -5.4% | +19.5% | +13.8% |
| 3M | +0.6% | -5.5% | +6.1% | +0.3% |
| 6M | 0.0% | +25.9% | -25.9% | 0.0% |
| YTD | -9.3% | +16.4% | -25.6% | -6.8% |
| 1Y | -9.3% | +16.5% | -25.8% | -6.6% |
| All | -9.3% | +11.6% | -20.9% | -6.6% |
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