+21.6%
MCD vs APO
+138.1%
-116.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.5% |
| 7D | -2.8% | -1.0% | -1.8% | -2.7% |
| 30D | -6.0% | +3.5% | -9.5% | -6.3% |
| 3M | -5.6% | +4.5% | -10.1% | -6.1% |
| 6M | -21.9% | +22.8% | -44.6% | -23.5% |
| YTD | -14.7% | -6.5% | -8.2% | -14.4% |
| 1Y | -17.3% | +0.8% | -18.1% | -17.8% |
| 3Y | -2.2% | +62.0% | -64.1% | -10.6% |
| All | +21.6% | +138.1% | -116.5% | +0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling