+193.5%
APTV vs MKC
+187.2%
+6.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.0% | +3.3% |
| 7D | +4.8% | -5.9% | +10.7% | +6.5% |
| 30D | +2.0% | -0.9% | +2.9% | +2.2% |
| 3M | -34.2% | +12.7% | -47.0% | -36.8% |
| 6M | -34.7% | -19.3% | -15.4% | -31.0% |
| YTD | -37.0% | -22.2% | -14.8% | -33.0% |
| 1Y | -40.4% | -23.3% | -17.1% | -36.5% |
| 3Y | -54.1% | -30.0% | -24.1% | -50.3% |
| 5Y | -68.0% | -33.8% | -34.3% | -65.4% |
| 10Y | -15.5% | +24.4% | -40.0% | -30.1% |
| All | +193.5% | +187.2% | +6.3% | +36.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling