+22.6%
MCD vs APH
+274.6%
-252.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.3% | +8.5% | -0.3% |
| 7D | +8.0% | -12.7% | +20.7% | +8.7% |
| 30D | +19.6% | -19.2% | +38.8% | +20.9% |
| 3M | +2.2% | -16.7% | +18.9% | +3.0% |
| 6M | -1.1% | +5.1% | -6.3% | -2.7% |
| YTD | -7.2% | +6.6% | -13.8% | -9.4% |
| 1Y | -6.7% | +3.9% | -10.6% | -8.7% |
| 3Y | +11.6% | +246.0% | -234.4% | -19.6% |
| 5Y | +22.6% | +268.0% | -245.3% | -15.1% |
| All | +22.6% | +274.6% | -252.0% | -15.1% |
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 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