+37.0%
MDT vs APTV
-16.1%
+53.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -3.4% | -5.0% | +1.6% | -2.3% |
| 30D | +0.2% | -6.1% | +6.3% | +1.5% |
| 3M | +14.3% | -33.0% | +47.2% | +24.0% |
| 6M | +4.0% | -35.2% | +39.2% | +12.8% |
| YTD | -3.7% | -40.1% | +36.5% | +5.8% |
| 1Y | -0.4% | -45.6% | +45.3% | +11.8% |
| 3Y | +23.3% | -54.4% | +77.7% | +40.1% |
| 5Y | -18.9% | -68.9% | +50.0% | -1.6% |
| All | +37.0% | -16.1% | +53.1% | +22.2% |
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