+22.7%
MCD vs APO
+67.1%
-44.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | +7.1% | +0.8% | +6.3% | +7.0% |
| 30D | +19.8% | +1.0% | +18.7% | +19.6% |
| 3M | +0.8% | -8.4% | +9.2% | +1.5% |
| 6M | -1.3% | -9.1% | +7.8% | -0.7% |
| YTD | -7.8% | -18.3% | +10.6% | -6.4% |
| 1Y | -5.0% | -8.0% | +3.0% | -4.8% |
| 3Y | +10.5% | +47.1% | -36.5% | +1.3% |
| All | +22.7% | +67.1% | -44.3% | +8.6% |
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