+210.8%
MGY vs APTV
-37.4%
+248.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +4.0% | +2.5% |
| 7D | +1.5% | -1.2% | +2.7% | +1.7% |
| 30D | +6.8% | -10.6% | +17.5% | +11.5% |
| 3M | +2.6% | -35.0% | +37.6% | +20.6% |
| 6M | -3.1% | -38.9% | +35.8% | +14.4% |
| YTD | +29.4% | -41.5% | +70.9% | +54.5% |
| 1Y | +22.3% | -45.8% | +68.1% | +50.5% |
| 3Y | +26.6% | -55.7% | +82.3% | +61.9% |
| 5Y | +92.1% | -70.1% | +162.2% | +184.7% |
| All | +210.8% | -37.4% | +248.3% | +199.8% |
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