+1,353.5%
MXL vs APTV
+173.4%
+1,180.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -2.7% | +10.2% | +9.2% |
| 7D | +19.0% | -1.2% | +20.1% | +19.3% |
| 30D | +4.5% | -10.6% | +15.1% | +11.5% |
| 3M | -1.5% | -35.0% | +33.5% | +25.5% |
| 6M | +348.6% | -38.9% | +387.5% | +480.1% |
| YTD | +310.3% | -41.5% | +351.8% | +443.1% |
| 1Y | +344.7% | -45.8% | +390.5% | +519.1% |
| 3Y | +211.2% | -55.7% | +266.9% | +369.1% |
| 5Y | +34.8% | -70.1% | +105.0% | +157.2% |
| 10Y | +286.5% | -19.1% | +305.6% | +290.9% |
| All | +1,353.5% | +173.4% | +1,180.0% | +591.6% |
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