+291.6%
MDT vs APTV
+180.9%
+110.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.6% | +2.7% | -0.8% |
| 7D | +0.4% | +2.0% | -1.6% | -0.1% |
| 30D | +6.0% | -7.7% | +13.7% | +7.9% |
| 3M | +15.5% | -34.0% | +49.5% | +26.5% |
| 6M | +3.4% | -37.1% | +40.5% | +13.5% |
| YTD | -2.2% | -39.9% | +37.7% | +8.0% |
| 1Y | +2.6% | -44.4% | +47.0% | +15.2% |
| 3Y | +27.5% | -54.5% | +82.0% | +45.8% |
| 5Y | -20.1% | -69.1% | +49.1% | -2.2% |
| 10Y | +39.1% | -20.0% | +59.1% | +16.3% |
| All | +291.6% | +180.9% | +110.6% | +122.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling