+347.8%
MCD vs APTV
+142.3%
+205.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +2.9% | +0.1% |
| 7D | +7.1% | -10.2% | +17.3% | +9.1% |
| 30D | +19.8% | -10.8% | +30.6% | +22.1% |
| 3M | +0.8% | -14.8% | +15.6% | +3.4% |
| 6M | -1.3% | -30.6% | +29.3% | +3.8% |
| YTD | -7.8% | -48.2% | +40.4% | +1.8% |
| 1Y | -5.0% | -52.0% | +47.0% | +6.3% |
| 3Y | +10.5% | -47.0% | +57.6% | +17.9% |
| 5Y | +22.0% | -77.5% | +99.4% | +51.9% |
| 10Y | +216.7% | -27.0% | +243.6% | +177.0% |
| All | +347.8% | +142.3% | +205.5% | +232.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling