+98.6%
APA vs MLM
-15.4%
+113.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.3% | +1.5% |
| 7D | +9.6% | -2.0% | +11.6% | +8.8% |
| 30D | -0.2% | +9.5% | -9.7% | +3.7% |
| 3M | +19.8% | -4.7% | +24.6% | +17.6% |
| 6M | +30.1% | -10.7% | +40.8% | +26.5% |
| YTD | +100.4% | -16.6% | +117.0% | +90.1% |
| All | +98.6% | -15.4% | +113.9% | +86.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling