-54.2%
APTV vs MKC
-31.7%
-22.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.4% | +2.8% |
| 7D | -1.8% | -2.8% | +1.0% | -1.2% |
| 30D | -7.9% | -3.4% | -4.5% | -7.3% |
| 3M | -29.9% | +3.8% | -33.7% | -30.7% |
| 6M | -36.6% | -17.9% | -18.7% | -33.3% |
| YTD | -40.0% | -23.6% | -16.3% | -35.7% |
| 1Y | -44.0% | -23.1% | -20.9% | -40.3% |
| All | -54.2% | -31.7% | -22.5% | -47.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling