+206.1%
MXL vs APTV
-55.3%
+261.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.7% | -5.7% | -4.4% |
| 7D | +16.6% | -1.8% | +18.4% | +17.3% |
| 30D | +0.5% | -7.9% | +8.4% | +4.5% |
| 3M | -3.6% | -29.9% | +26.3% | +14.3% |
| 6M | +328.0% | -36.6% | +364.6% | +428.8% |
| YTD | +297.8% | -40.0% | +337.8% | +405.7% |
| 1Y | +339.4% | -44.0% | +383.4% | +484.1% |
| All | +206.1% | -55.3% | +261.4% | +297.4% |
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 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