+21.6%
MCD vs APTV
-67.9%
+89.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.1% | -4.6% | -1.8% |
| 7D | -2.8% | +4.8% | -7.6% | -3.2% |
| 30D | -6.0% | +2.0% | -8.0% | -6.2% |
| 3M | -5.6% | -34.2% | +28.7% | -2.2% |
| 6M | -21.9% | -34.7% | +12.8% | -19.2% |
| YTD | -14.7% | -37.0% | +22.3% | -11.6% |
| 1Y | -17.3% | -40.4% | +23.1% | -13.9% |
| 3Y | -2.2% | -54.1% | +52.0% | +4.4% |
| All | +21.6% | -67.9% | +89.5% | +37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling