-19.1%
APTV vs MUB
+17.4%
-36.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.1% | -1.6% |
| 7D | -1.2% | -0.7% | -0.4% | +0.3% |
| 30D | -10.6% | -2.0% | -8.7% | -7.1% |
| 3M | -35.0% | -2.5% | -32.5% | -31.6% |
| 6M | -38.9% | -2.3% | -36.6% | -35.9% |
| YTD | -41.5% | -1.3% | -40.2% | -39.8% |
| 1Y | -45.8% | +1.1% | -46.9% | -46.9% |
| 3Y | -55.7% | +8.2% | -63.9% | -62.0% |
| 5Y | -70.1% | +1.5% | -71.6% | -70.8% |
| 10Y | -19.1% | +17.6% | -36.6% | -24.4% |
| All | -19.1% | +17.4% | -36.5% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 10y: compounded portfolio wealth divided by compounded MUB 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…
10y analysis · Full analysis span regression · 6 months rolling