+30.0%
MTZ vs APTV
-39.9%
+69.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.1% | -0.9% | +1.6% |
| 7D | -1.6% | +4.8% | -6.4% | -2.4% |
| 30D | -11.1% | +2.0% | -13.1% | -11.3% |
| 3M | -36.7% | -34.2% | -2.5% | -32.4% |
| 6M | -21.9% | -34.7% | +12.7% | -17.1% |
| YTD | +9.1% | -37.0% | +46.1% | +11.5% |
| 1Y | +30.0% | -40.4% | +70.4% | +45.3% |
| All | +30.0% | -39.9% | +69.9% | +45.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling