+194.4%
MET vs APTV
-27.4%
+221.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +0.9% | +0.8% |
| 7D | +4.5% | -1.7% | +6.2% | +5.1% |
| 30D | +3.5% | -11.6% | +15.1% | +8.0% |
| 3M | +5.9% | -21.2% | +27.1% | +14.8% |
| 6M | +33.1% | -28.5% | +61.6% | +45.6% |
| YTD | +33.6% | -49.1% | +82.6% | +64.2% |
| 1Y | +32.7% | -52.2% | +84.9% | +66.9% |
| 3Y | +85.0% | -48.6% | +133.7% | +116.6% |
| 5Y | +85.6% | -77.3% | +162.9% | +188.9% |
| All | +194.4% | -27.4% | +221.8% | +197.9% |
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