+90.9%
APA vs MLM
+25.7%
+65.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.4% | +1.8% |
| 7D | +8.5% | -0.9% | +9.4% | +8.7% |
| 30D | +2.8% | +9.0% | -6.2% | +0.1% |
| 3M | +21.7% | -5.6% | +27.3% | +23.1% |
| 6M | +32.6% | -10.7% | +43.3% | +34.7% |
| YTD | +103.7% | -17.2% | +120.9% | +109.7% |
| 1Y | +101.8% | -14.2% | +116.0% | +104.2% |
| 3Y | +48.1% | +15.6% | +32.4% | +26.6% |
| All | +90.9% | +25.7% | +65.2% | +57.8% |
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 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