+496.2%
MCHP vs APTV
+173.4%
+322.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +0.9% |
| 7D | +0.3% | -1.2% | +1.5% | +0.8% |
| 30D | -9.8% | -10.6% | +0.9% | -4.5% |
| 3M | -19.7% | -35.0% | +15.3% | -0.7% |
| 6M | +13.6% | -38.9% | +52.5% | +42.6% |
| YTD | +16.5% | -41.5% | +58.0% | +48.7% |
| 1Y | +15.7% | -45.8% | +61.5% | +53.7% |
| 3Y | 0.0% | -55.7% | +55.7% | +42.3% |
| 5Y | +4.4% | -70.1% | +74.5% | +77.2% |
| 10Y | +201.4% | -19.1% | +220.5% | +198.8% |
| All | +496.2% | +173.4% | +322.8% | +266.0% |
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