+2,770.9%
APD vs MLM
+3,039.4%
-268.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.2% | +2.2% | -1.1% |
| 7D | -0.7% | -1.2% | +0.5% | -0.3% |
| 30D | +10.1% | +7.9% | +2.2% | +7.1% |
| 3M | +4.9% | -4.5% | +9.3% | +6.3% |
| 6M | +2.5% | -12.6% | +15.1% | +6.6% |
| YTD | +27.8% | -14.9% | +42.7% | +33.2% |
| 1Y | +32.9% | -13.1% | +45.9% | +37.5% |
| 3Y | +13.4% | +21.2% | -7.9% | +2.9% |
| 5Y | +12.8% | +32.0% | -19.2% | -2.1% |
| 10Y | +194.6% | +195.3% | -0.8% | +78.3% |
| All | +2,770.9% | +3,039.4% | -268.5% | +688.6% |
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