+1,331.4%
MTZ vs APTV
+194.6%
+1,136.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.1% | -0.9% | +0.6% |
| 7D | -1.6% | +4.8% | -6.4% | -3.9% |
| 30D | -11.1% | +2.0% | -13.1% | -12.0% |
| 3M | -36.7% | -34.2% | -2.5% | -23.5% |
| 6M | -21.9% | -34.7% | +12.7% | -7.3% |
| YTD | +9.1% | -37.0% | +46.1% | +30.1% |
| 1Y | +30.0% | -40.4% | +70.4% | +59.2% |
| 3Y | +138.5% | -54.1% | +192.6% | +219.0% |
| 5Y | +158.3% | -68.0% | +226.4% | +297.7% |
| 10Y | +700.8% | -15.5% | +716.3% | +543.7% |
| All | +1,331.4% | +194.6% | +1,136.9% | +448.0% |
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