+0.3%
APA vs MLM
+185.4%
-185.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.5% | +3.7% |
| 7D | -15.5% | -4.1% | -11.4% | -13.8% |
| 30D | +2.4% | +8.2% | -5.8% | -2.6% |
| 3M | +22.8% | -3.6% | +26.4% | +24.1% |
| 6M | +17.9% | -15.6% | +33.5% | +25.7% |
| YTD | +87.7% | -16.4% | +104.1% | +96.5% |
| 1Y | +94.2% | -14.3% | +108.5% | +99.6% |
| 3Y | +27.2% | +19.3% | +7.9% | +1.3% |
| 5Y | +74.1% | +29.6% | +44.6% | +25.7% |
| All | +0.3% | +185.4% | -185.1% | -56.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling