-6.0%
MTZ vs APTV
-52.5%
+46.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.2% | +7.4% | +8.5% |
| 7D | -2.4% | -9.8% | +7.3% | -1.4% |
| 30D | -11.1% | -8.9% | -2.2% | -10.3% |
| 3M | -30.6% | -19.5% | -11.2% | -28.9% |
| 6M | -54.4% | -31.1% | -23.2% | -52.4% |
| YTD | -13.0% | -47.5% | +34.5% | -12.3% |
| All | -6.0% | -52.5% | +46.5% | -2.5% |
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