+2,694.6%
APD vs MLM
+2,961.7%
-267.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.4% |
| 7D | -2.2% | -2.9% | +0.7% | -1.2% |
| 30D | +2.1% | -6.8% | +8.9% | +4.6% |
| 3M | +7.2% | -11.2% | +18.4% | +11.2% |
| 6M | +11.2% | -21.8% | +33.1% | +20.2% |
| YTD | +24.4% | -17.0% | +41.4% | +31.0% |
| 1Y | +6.7% | -16.4% | +23.0% | +12.0% |
| 3Y | +9.2% | +14.5% | -5.2% | +1.1% |
| 5Y | +27.4% | +41.7% | -14.4% | +7.8% |
| 10Y | +164.8% | +200.0% | -35.2% | +59.3% |
| All | +2,694.6% | +2,961.7% | -267.1% | +675.7% |
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