+154.8%
APA vs MLM
+41.9%
+112.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.3% | -3.5% |
| 7D | +0.5% | -2.9% | +3.4% | +1.3% |
| 30D | +23.4% | -6.8% | +30.2% | +25.8% |
| 3M | +12.7% | -11.2% | +23.9% | +15.6% |
| 6M | +39.4% | -21.8% | +61.3% | +49.1% |
| YTD | +79.0% | -17.0% | +95.9% | +85.1% |
| 1Y | +88.8% | -16.4% | +105.2% | +93.6% |
| 3Y | +6.4% | +14.5% | -8.1% | -8.9% |
| All | +154.8% | +41.9% | +112.9% | +92.3% |
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