+893.4%
MU vs APTV
-77.1%
+970.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.2% | +5.1% | +5.7% |
| 7D | -12.0% | -9.8% | -2.3% | -7.7% |
| 30D | -28.7% | -8.9% | -19.9% | -25.6% |
| 3M | -16.4% | -19.5% | +3.0% | -7.7% |
| 6M | -1.8% | -31.1% | +29.3% | +16.2% |
| YTD | +157.1% | -47.5% | +204.6% | +239.9% |
| 1Y | +208.5% | -52.3% | +260.8% | +330.3% |
| 3Y | +906.2% | -45.2% | +951.3% | +1,131.0% |
| 5Y | +893.4% | -76.9% | +970.3% | +1,824.8% |
| All | +893.4% | -77.1% | +970.5% | +1,824.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling