+69.8%
APA vs MLM
+23.5%
+46.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.5% | +3.1% |
| 7D | -15.5% | -4.1% | -11.4% | -14.7% |
| 30D | +2.4% | +8.2% | -5.8% | 0.0% |
| 3M | +22.8% | -3.6% | +26.4% | +23.5% |
| 6M | +17.9% | -15.6% | +33.5% | +22.5% |
| YTD | +87.7% | -16.4% | +104.1% | +92.9% |
| 1Y | +94.2% | -14.3% | +108.5% | +97.0% |
| 3Y | +27.2% | +19.3% | +7.9% | +7.2% |
| All | +69.8% | +23.5% | +46.3% | +44.4% |
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