+28.6%
MCO vs APTV
-69.2%
+97.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.7% | -4.2% | -2.2% |
| 7D | -7.3% | -1.8% | -5.5% | -6.9% |
| 30D | -1.7% | -7.9% | +6.2% | +0.2% |
| 3M | +3.9% | -29.9% | +33.8% | +12.8% |
| 6M | +3.8% | -36.6% | +40.4% | +14.6% |
| YTD | -7.9% | -40.0% | +32.1% | +2.7% |
| 1Y | -6.8% | -44.0% | +37.2% | +5.7% |
| 3Y | +40.9% | -54.5% | +95.5% | +65.2% |
| All | +28.6% | -69.2% | +97.8% | +63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling