+16,369.3%
MU vs APTV
+194.6%
+16,174.8%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.1% | +3.0% | +4.5% |
| 7D | +9.0% | +4.8% | +4.2% | +6.3% |
| 30D | +13.8% | +2.0% | +11.8% | +12.2% |
| 3M | +2.1% | -34.2% | +36.3% | +25.7% |
| 6M | +153.8% | -34.7% | +188.5% | +207.2% |
| YTD | +256.4% | -37.0% | +293.4% | +335.3% |
| 1Y | +719.8% | -40.4% | +760.2% | +936.0% |
| 3Y | +1,360.4% | -54.1% | +1,414.5% | +1,913.0% |
| 5Y | +1,312.4% | -68.0% | +1,380.4% | +2,196.1% |
| 10Y | +6,142.6% | -15.5% | +6,158.1% | +5,065.0% |
| All | +16,369.3% | +194.6% | +16,174.8% | +5,392.4% |
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