-3.5%
MCD vs APTV
-52.5%
+49.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.7% |
| 7D | +5.9% | -9.8% | +15.7% | +6.2% |
| 30D | +19.6% | -8.9% | +28.5% | +19.9% |
| 3M | +3.3% | -19.5% | +22.7% | +3.5% |
| 6M | +3.5% | -31.1% | +34.6% | +3.2% |
| YTD | -6.1% | -47.5% | +41.4% | -4.3% |
| All | -3.5% | -52.5% | +49.0% | -0.6% |
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