+195.2%
MCD vs APTV
-27.3%
+222.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.2% |
| 7D | -1.6% | -5.0% | +3.4% | -0.7% |
| 30D | +16.0% | -12.3% | +28.4% | +18.7% |
| 3M | 0.0% | -19.9% | +19.9% | +3.7% |
| 6M | +0.9% | -29.4% | +30.3% | +5.8% |
| YTD | -8.7% | -49.0% | +40.3% | +1.0% |
| 1Y | -8.6% | -53.1% | +44.5% | +2.7% |
| 3Y | +9.9% | -48.9% | +58.7% | +17.9% |
| 5Y | +22.6% | -77.2% | +99.9% | +53.5% |
| All | +195.2% | -27.3% | +222.5% | +172.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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