+348.6%
MXL vs APTV
-37.3%
+385.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -2.7% | +10.2% | +8.2% |
| 7D | +19.0% | -1.2% | +20.1% | +19.0% |
| 30D | +4.5% | -10.6% | +15.1% | +7.7% |
| 3M | -1.5% | -35.0% | +33.5% | +11.1% |
| 6M | +348.6% | -38.9% | +387.5% | +428.3% |
| All | +348.6% | -37.3% | +385.9% | +428.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling