+180.0%
MCD vs APTV
-19.3%
+199.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.7% | +0.8% |
| 7D | -2.0% | +2.0% | -4.0% | -2.4% |
| 30D | -6.1% | -7.7% | +1.6% | -4.9% |
| 3M | -7.3% | -34.0% | +26.7% | -1.0% |
| 6M | -20.9% | -37.1% | +16.2% | -15.4% |
| YTD | -14.7% | -39.9% | +25.2% | -8.2% |
| 1Y | -16.1% | -44.4% | +28.3% | -8.6% |
| 3Y | -1.5% | -54.5% | +53.0% | +9.0% |
| 5Y | +20.4% | -69.1% | +89.6% | +41.1% |
| 10Y | +180.0% | -20.0% | +200.0% | +148.8% |
| All | +180.0% | -19.3% | +199.3% | +148.8% |
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