+497.8%
APA vs MLM
+2,961.7%
-2,464.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.3% | -3.7% |
| 7D | +0.5% | -2.9% | +3.4% | +1.7% |
| 30D | +23.4% | -6.8% | +30.2% | +26.7% |
| 3M | +12.7% | -11.2% | +23.9% | +16.7% |
| 6M | +39.4% | -21.8% | +61.3% | +50.3% |
| YTD | +79.0% | -17.0% | +95.9% | +87.0% |
| 1Y | +88.8% | -16.4% | +105.2% | +95.9% |
| 3Y | +6.4% | +14.5% | -8.1% | -5.4% |
| 5Y | +153.0% | +41.7% | +111.2% | +102.3% |
| 10Y | +7.5% | +200.0% | -192.5% | -34.8% |
| All | +497.8% | +2,961.7% | -2,464.0% | +109.2% |
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