-69.3%
APTV vs MKC
-33.0%
-36.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.8% | -0.4% |
| 7D | -5.0% | -1.5% | -3.6% | -4.7% |
| 30D | -6.1% | -3.1% | -2.9% | -5.4% |
| 3M | -33.0% | +5.2% | -38.2% | -34.1% |
| 6M | -35.2% | -12.8% | -22.4% | -33.2% |
| YTD | -40.1% | -23.3% | -16.9% | -36.2% |
| 1Y | -45.6% | -24.1% | -21.5% | -41.9% |
| 3Y | -54.4% | -32.1% | -22.3% | -50.2% |
| All | -69.3% | -33.0% | -36.3% | -67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling