+39.3%
MTZ vs APTV
-43.0%
+82.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -4.6% | +8.4% | +4.5% |
| 7D | +3.6% | +2.0% | +1.6% | +3.1% |
| 30D | -9.6% | -7.7% | -1.9% | -8.5% |
| 3M | -31.9% | -34.0% | +2.1% | -27.3% |
| 6M | -13.8% | -37.1% | +23.3% | -7.9% |
| YTD | +13.3% | -39.9% | +53.2% | +16.6% |
| 1Y | +39.3% | -44.4% | +83.7% | +57.8% |
| All | +39.3% | -43.0% | +82.3% | +57.8% |
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 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