+16.4%
APH vs MLM
-11.4%
+27.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +2.4% | -8.5% | -6.9% |
| 7D | -2.4% | +9.1% | -11.5% | -5.3% |
| 30D | -9.5% | +14.6% | -24.1% | -13.9% |
| 3M | -7.6% | +0.3% | -7.9% | -7.5% |
| 6M | +12.4% | -7.5% | +19.9% | +15.6% |
| YTD | +17.5% | -10.2% | +27.8% | +18.5% |
| 1Y | +16.4% | -10.5% | +26.9% | +17.9% |
| All | +16.4% | -11.4% | +27.8% | +17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling