+510.8%
APA vs MLM
+3,039.4%
-2,528.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.2% | +2.9% | -0.1% |
| 7D | -15.6% | -1.2% | -14.4% | -15.3% |
| 30D | -0.9% | +7.9% | -8.8% | -4.4% |
| 3M | +26.1% | -4.5% | +30.5% | +27.5% |
| 6M | +6.1% | -12.6% | +18.7% | +9.6% |
| YTD | +82.8% | -14.9% | +97.7% | +88.2% |
| 1Y | +106.5% | -13.1% | +119.6% | +110.3% |
| 3Y | +21.9% | +21.2% | +0.7% | +5.8% |
| 5Y | +69.7% | +32.0% | +37.6% | +39.4% |
| 10Y | 0.0% | +195.3% | -195.3% | -39.3% |
| All | +510.8% | +3,039.4% | -2,528.7% | +110.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling