+380.3%
MCO vs APTV
-16.1%
+396.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +2.0% | +1.7% |
| 7D | -3.8% | -5.0% | +1.3% | -2.3% |
| 30D | -0.4% | -6.1% | +5.7% | +1.3% |
| 3M | +7.7% | -33.0% | +40.7% | +20.4% |
| 6M | +7.0% | -35.2% | +42.2% | +19.2% |
| YTD | -6.4% | -40.1% | +33.7% | +6.3% |
| 1Y | -7.6% | -45.6% | +38.0% | +7.8% |
| 3Y | +43.2% | -54.4% | +97.6% | +70.5% |
| 5Y | +29.6% | -68.9% | +98.5% | +69.3% |
| All | +380.3% | -16.1% | +396.4% | +341.7% |
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