+739.9%
MTZ vs APTV
-19.3%
+759.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -4.6% | +8.4% | +5.9% |
| 7D | +3.6% | +2.0% | +1.6% | +2.4% |
| 30D | -9.6% | -7.7% | -1.9% | -6.5% |
| 3M | -31.9% | -34.0% | +2.1% | -18.6% |
| 6M | -13.8% | -37.1% | +23.3% | +3.3% |
| YTD | +13.3% | -39.9% | +53.2% | +36.9% |
| 1Y | +39.3% | -44.4% | +83.7% | +74.9% |
| 3Y | +168.3% | -54.5% | +222.8% | +255.8% |
| 5Y | +166.4% | -69.1% | +235.5% | +310.6% |
| 10Y | +739.9% | -20.0% | +759.9% | +715.3% |
| All | +739.9% | -19.3% | +759.2% | +715.3% |
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 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