+19.9%
MDT vs APTV
-46.4%
+66.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.6% | +1.5% | +5.7% |
| 7D | +10.7% | -1.9% | +12.6% | +10.8% |
| 30D | +19.3% | -1.4% | +20.7% | +19.4% |
| 3M | +22.8% | -9.3% | +32.1% | +23.4% |
| 6M | +36.4% | -27.3% | +63.7% | +38.0% |
| YTD | +12.1% | -43.1% | +55.2% | +13.0% |
| 1Y | +19.9% | -46.5% | +66.4% | +22.0% |
| All | +19.9% | -46.4% | +66.3% | +22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling