-3.1%
MGY vs APTV
-37.3%
+34.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +4.0% | +1.1% |
| 7D | +1.5% | -1.2% | +2.7% | +1.4% |
| 30D | +6.8% | -10.6% | +17.5% | +5.8% |
| 3M | +2.6% | -35.0% | +37.6% | -2.0% |
| 6M | -3.1% | -38.9% | +35.8% | -0.4% |
| All | -3.1% | -37.3% | +34.2% | -0.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling