+179.9%
APTV vs MKC
+186.2%
-6.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.3% | -4.5% |
| 7D | +2.0% | -4.3% | +6.3% | +3.2% |
| 30D | -7.7% | -2.0% | -5.7% | -7.3% |
| 3M | -34.0% | +10.0% | -44.0% | -36.1% |
| 6M | -37.1% | -18.5% | -18.6% | -33.8% |
| YTD | -39.9% | -22.4% | -17.5% | -36.0% |
| 1Y | -44.4% | -23.6% | -20.8% | -40.7% |
| 3Y | -54.5% | -30.4% | -24.0% | -50.6% |
| 5Y | -69.1% | -34.2% | -34.9% | -66.5% |
| 10Y | -20.0% | +26.8% | -46.8% | -34.5% |
| All | +179.9% | +186.2% | -6.3% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded MKC 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling