+6,923.6%
MCK vs APA
+486.2%
+6,437.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.4% | 0.0% |
| 7D | -2.9% | +4.6% | -7.5% | -3.5% |
| 30D | +0.4% | +11.9% | -11.5% | -1.1% |
| 3M | +12.1% | +22.5% | -10.4% | +8.9% |
| 6M | -5.4% | +37.5% | -43.0% | -9.9% |
| YTD | +7.8% | +87.2% | -79.4% | -1.7% |
| 1Y | +22.9% | +101.4% | -78.5% | +10.6% |
| 3Y | +110.7% | +16.9% | +93.8% | +98.2% |
| 5Y | +346.2% | +178.4% | +167.7% | +255.6% |
| 10Y | +440.1% | -2.9% | +443.0% | +336.7% |
| All | +6,923.6% | +486.2% | +6,437.4% | +4,479.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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