-15.0%
MCD vs APTV
-45.5%
+30.5%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.9% |
| 7D | -2.9% | -1.2% | -1.7% | -2.9% |
| 30D | -6.7% | -10.6% | +3.9% | -6.7% |
| 3M | -9.6% | -35.0% | +25.4% | -8.7% |
| 6M | -22.3% | -38.9% | +16.6% | -20.9% |
| YTD | -15.4% | -41.5% | +26.1% | -13.9% |
| All | -15.0% | -45.5% | +30.5% | -13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling