+166.4%
MTZ vs APTV
-56.4%
+222.9%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.4% | -1.4% |
| 7D | +2.3% | -1.2% | +3.4% | +2.5% |
| 30D | -10.3% | -10.6% | +0.4% | -7.1% |
| 3M | -31.8% | -35.0% | +3.2% | -22.1% |
| 6M | -19.2% | -38.9% | +19.7% | -6.7% |
| YTD | +10.7% | -41.5% | +52.2% | +28.2% |
| 1Y | +37.5% | -45.8% | +83.4% | +64.6% |
| All | +166.4% | -56.4% | +222.9% | +234.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling