+1,123.1%
MCK vs APTV
+179.8%
+943.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -2.9% | -5.0% | +2.1% | -2.3% |
| 30D | +0.4% | -6.1% | +6.5% | +1.2% |
| 3M | +12.1% | -33.0% | +45.1% | +17.6% |
| 6M | -5.4% | -35.2% | +29.8% | -0.9% |
| YTD | +7.8% | -40.1% | +47.9% | +13.8% |
| 1Y | +22.9% | -45.6% | +68.6% | +31.4% |
| 3Y | +110.7% | -54.4% | +165.1% | +126.7% |
| 5Y | +346.2% | -68.9% | +415.1% | +400.5% |
| 10Y | +440.1% | -17.2% | +457.4% | +356.6% |
| All | +1,123.1% | +179.8% | +943.3% | +629.0% |
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