+24.2%
MDT vs APTV
-55.3%
+79.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -2.9% | -0.6% |
| 7D | -1.6% | -1.8% | +0.2% | -1.4% |
| 30D | +1.0% | -7.9% | +9.0% | +1.9% |
| 3M | +15.2% | -29.9% | +45.1% | +19.4% |
| 6M | +3.7% | -36.6% | +40.3% | +8.4% |
| YTD | -3.0% | -40.0% | +37.0% | +1.7% |
| 1Y | +2.5% | -44.0% | +46.5% | +8.3% |
| All | +24.2% | -55.3% | +79.5% | +29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling