+199.5%
MCHP vs APTV
-16.1%
+215.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.8% |
| 7D | 0.0% | -5.0% | +5.1% | +2.7% |
| 30D | -6.0% | -6.1% | 0.0% | -3.1% |
| 3M | -19.7% | -33.0% | +13.3% | -1.8% |
| 6M | +14.0% | -35.2% | +49.3% | +39.6% |
| YTD | +18.4% | -40.1% | +58.6% | +50.3% |
| 1Y | +17.1% | -45.6% | +62.7% | +56.8% |
| 3Y | +0.7% | -54.4% | +55.1% | +42.3% |
| 5Y | +5.1% | -68.9% | +74.0% | +77.2% |
| All | +199.5% | -16.1% | +215.6% | +241.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling