+492.6%
MTZ vs APTV
-26.1%
+518.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.2% | +7.4% | +8.0% |
| 7D | -2.4% | -9.8% | +7.3% | +1.5% |
| 30D | -11.1% | -8.9% | -2.2% | -8.0% |
| 3M | -30.6% | -19.5% | -11.2% | -24.2% |
| 6M | -54.4% | -31.1% | -23.2% | -47.6% |
| YTD | -13.0% | -47.5% | +34.5% | +11.2% |
| 1Y | -5.7% | -52.3% | +46.6% | +26.3% |
| 3Y | +297.2% | -45.2% | +342.3% | +372.7% |
| 5Y | +95.9% | -76.9% | +172.7% | +249.0% |
| 10Y | +492.6% | -25.1% | +517.7% | +451.9% |
| All | +492.6% | -26.1% | +518.8% | +451.9% |
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