+258.1%
MTZ vs APTV
-49.5%
+307.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -3.5% | +13.0% | +10.5% |
| 7D | -6.4% | -10.2% | +3.8% | -3.8% |
| 30D | -22.1% | -10.8% | -11.2% | -19.8% |
| 3M | -32.7% | -14.8% | -17.9% | -29.8% |
| 6M | -59.8% | -30.6% | -29.3% | -56.0% |
| YTD | -19.9% | -48.2% | +28.3% | -4.8% |
| 1Y | -11.5% | -52.0% | +40.5% | +8.7% |
| 3Y | +258.1% | -47.0% | +305.1% | +313.5% |
| All | +258.1% | -49.5% | +307.6% | +313.5% |
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 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