+453.0%
MCD vs APO
+1,518.9%
-1,065.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +19.5% |
| 3M | +0.8% | -8.4% | +9.2% | +2.0% |
| 6M | -1.3% | -9.1% | +7.8% | -0.2% |
| YTD | -7.8% | -18.3% | +10.6% | -5.6% |
| 1Y | -5.0% | -8.0% | +3.0% | -4.7% |
| 3Y | +10.5% | +47.1% | -36.5% | -1.1% |
| 5Y | +22.0% | +67.2% | -45.2% | +3.8% |
| 10Y | +216.7% | +871.8% | -655.2% | +94.7% |
| All | +453.0% | +1,518.9% | -1,065.9% | +209.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling