+205.9%
MCD vs APO
+847.3%
-641.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.6% |
| 7D | -1.9% | +0.2% | -2.1% | -2.0% |
| 30D | +16.6% | +3.1% | +13.5% | +15.9% |
| 3M | +0.9% | -12.0% | +12.9% | +3.0% |
| 6M | +1.5% | -5.0% | +6.4% | +1.9% |
| YTD | -8.3% | -14.0% | +5.7% | -6.8% |
| 1Y | -8.1% | -5.9% | -2.2% | -8.2% |
| 3Y | +10.3% | +51.6% | -41.2% | -3.9% |
| 5Y | +23.4% | +80.8% | -57.4% | +0.3% |
| 10Y | +205.9% | +839.9% | -634.0% | +84.2% |
| All | +205.9% | +847.3% | -641.4% | +84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APO.
Daily Out/Under-Performance
Portfolio return minus APO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APO 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 10y: compounded portfolio wealth divided by compounded APO 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…
10y analysis · Full analysis span regression · 6 months rolling