+11.2%
MCD vs APH
+244.7%
-233.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.3% | +8.5% | -1.2% |
| 7D | +8.0% | -12.7% | +20.7% | +7.4% |
| 30D | +19.6% | -19.2% | +38.8% | +18.8% |
| 3M | +2.2% | -16.7% | +18.9% | +1.6% |
| 6M | -1.1% | +5.1% | -6.3% | -1.4% |
| YTD | -7.2% | +6.6% | -13.8% | -7.3% |
| 1Y | -6.7% | +3.9% | -10.6% | -6.8% |
| All | +11.2% | +244.7% | -233.6% | -2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling