+28.6%
APD vs MLM
+18.0%
+10.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.2% |
| 7D | -1.2% | -5.8% | +4.7% | +0.5% |
| 30D | +11.0% | +9.8% | +1.2% | +8.3% |
| 3M | +2.6% | -5.2% | +7.7% | +3.9% |
| 6M | +4.8% | -10.3% | +15.1% | +7.5% |
| YTD | +31.0% | -15.5% | +46.4% | +35.3% |
| 1Y | +23.4% | -15.0% | +38.4% | +27.1% |
| All | +28.6% | +18.0% | +10.5% | +8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling