+109.4%
AAPL vs MLM
+41.9%
+67.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.7% | -3.0% |
| 7D | +0.1% | -2.9% | +3.0% | +1.2% |
| 30D | +3.0% | -6.8% | +9.8% | +5.8% |
| 3M | +2.9% | -11.2% | +14.1% | +7.2% |
| 6M | +22.1% | -21.8% | +43.9% | +33.8% |
| YTD | +18.0% | -17.0% | +35.0% | +25.1% |
| 1Y | +33.9% | -16.4% | +50.3% | +41.0% |
| 3Y | +71.2% | +14.5% | +56.7% | +48.9% |
| All | +109.4% | +41.9% | +67.4% | +56.6% |
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