-1.3%
MCD vs APTV
-28.9%
+27.6%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +2.9% | -0.6% |
| 7D | +7.1% | -10.2% | +17.3% | +6.9% |
| 30D | +19.8% | -10.8% | +30.6% | +19.5% |
| 3M | +0.8% | -14.8% | +15.6% | +0.2% |
| 6M | -1.3% | -30.6% | +29.3% | -4.2% |
| All | -1.3% | -28.9% | +27.6% | -4.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling