+133.0%
AAPL vs MLM
+23.5%
+109.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.2% |
| 7D | -0.7% | -4.1% | +3.5% | +1.0% |
| 30D | +1.7% | +8.2% | -6.5% | -1.6% |
| 3M | +9.7% | -3.6% | +13.3% | +10.9% |
| 6M | +19.3% | -15.6% | +34.9% | +26.6% |
| YTD | +26.3% | -16.4% | +42.7% | +33.3% |
| 1Y | +27.4% | -14.3% | +41.7% | +32.8% |
| 3Y | +93.6% | +19.3% | +74.3% | +63.7% |
| All | +133.0% | +23.5% | +109.5% | +83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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