+7,004.6%
MCK vs APD
+2,666.6%
+4,338.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | -3.6% | -4.6% | +1.0% | -2.2% |
| 30D | +1.4% | -4.2% | +5.6% | +2.7% |
| 3M | +13.8% | +5.0% | +8.8% | +12.0% |
| 6M | -5.2% | +8.9% | -14.1% | -7.8% |
| YTD | +9.0% | +21.9% | -12.9% | +2.1% |
| 1Y | +26.9% | +5.6% | +21.3% | +23.5% |
| 3Y | +114.7% | +6.9% | +107.9% | +102.8% |
| 5Y | +347.1% | +25.3% | +321.8% | +294.6% |
| 10Y | +446.4% | +169.1% | +277.3% | +279.6% |
| All | +7,004.6% | +2,666.6% | +4,338.0% | +2,721.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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