Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • APA vs MLM✓SelectedUSD · MLMAPA vs MLM performance historyLatest closeAs of-3.19%09/04
Stock and ETF performance explorer

APA vs MLM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+497.8%
MLM return
+2,961.7%
Excess return
-2,464.0%
Maximum drawdown
-96.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioMLMExcessAlpha
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