+5,739.4%
MCD vs APH
+61,451.9%
-55,712.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -47.8% | +45.5% | +4.3% |
| 7D | -1.0% | -48.7% | +47.7% | +5.9% |
| 30D | -6.0% | -51.9% | +45.9% | +1.4% |
| 3M | -5.6% | -43.6% | +38.0% | -0.9% |
| 6M | -21.9% | -37.5% | +15.7% | -19.5% |
| YTD | -14.7% | -38.6% | +23.9% | -12.4% |
| 1Y | -17.3% | -26.3% | +9.1% | -17.6% |
| 3Y | -2.2% | +89.2% | -91.4% | -17.1% |
| 5Y | +20.3% | +119.8% | -99.5% | -0.9% |
| 10Y | +180.7% | +454.3% | -273.6% | +102.9% |
| All | +5,739.4% | +61,451.9% | -55,712.6% | +2,953.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling