+314.1%
MCD vs APTV
+194.6%
+119.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.1% | -4.6% | -2.1% |
| 7D | -2.8% | +4.8% | -7.6% | -3.7% |
| 30D | -6.0% | +2.0% | -8.0% | -6.5% |
| 3M | -5.6% | -34.2% | +28.7% | +1.0% |
| 6M | -21.9% | -34.7% | +12.8% | -16.8% |
| YTD | -14.7% | -37.0% | +22.3% | -8.9% |
| 1Y | -17.3% | -40.4% | +23.1% | -10.9% |
| 3Y | -2.2% | -54.1% | +52.0% | +8.2% |
| 5Y | +20.3% | -68.0% | +88.3% | +39.5% |
| 10Y | +180.7% | -15.5% | +196.2% | +139.7% |
| All | +314.1% | +194.6% | +119.5% | +197.3% |
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