+21.6%
MCD vs APH
+120.4%
-98.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -47.8% | +45.5% | +0.8% |
| 7D | -1.0% | -48.7% | +47.7% | +2.3% |
| 30D | -6.0% | -51.9% | +45.9% | -2.5% |
| 3M | -5.6% | -43.6% | +38.0% | -3.6% |
| 6M | -21.9% | -37.5% | +15.7% | -21.1% |
| YTD | -14.7% | -38.6% | +23.9% | -14.3% |
| 1Y | -17.3% | -26.3% | +9.1% | -19.3% |
| 3Y | -2.2% | +89.2% | -91.4% | -25.9% |
| All | +21.6% | +120.4% | -98.8% | -13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling