+950.7%
MTZ vs APTV
+142.3%
+808.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -3.5% | +13.0% | +11.2% |
| 7D | -6.4% | -10.2% | +3.8% | -2.3% |
| 30D | -22.1% | -10.8% | -11.2% | -18.4% |
| 3M | -32.7% | -14.8% | -17.9% | -28.3% |
| 6M | -59.8% | -30.6% | -29.3% | -53.9% |
| YTD | -19.9% | -48.2% | +28.3% | +3.6% |
| 1Y | -11.5% | -52.0% | +40.5% | +18.9% |
| 3Y | +258.1% | -47.0% | +305.1% | +335.7% |
| 5Y | +85.5% | -77.5% | +163.0% | +238.1% |
| 10Y | +492.2% | -27.0% | +519.1% | +402.9% |
| All | +950.7% | +142.3% | +808.4% | +336.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling