+182.3%
APD vs MLM
+185.4%
-3.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -0.9% |
| 7D | -3.7% | -4.1% | +0.5% | -2.3% |
| 30D | +9.6% | +8.2% | +1.4% | +6.7% |
| 3M | +1.6% | -3.6% | +5.2% | +2.7% |
| 6M | +2.2% | -15.6% | +17.7% | +7.3% |
| YTD | +25.9% | -16.4% | +42.3% | +31.7% |
| 1Y | +20.1% | -14.3% | +34.5% | +24.6% |
| 3Y | +12.4% | +19.3% | -6.9% | +2.6% |
| 5Y | +11.1% | +29.6% | -18.5% | -3.2% |
| All | +182.3% | +185.4% | -3.1% | +90.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling