+844.5%
APH vs MLM
+190.7%
+653.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.2% | -4.2% | -7.2% |
| 7D | -12.7% | -1.2% | -11.5% | -12.3% |
| 30D | -19.2% | +7.9% | -27.1% | -21.9% |
| 3M | -16.7% | -4.5% | -12.2% | -15.4% |
| 6M | +5.1% | -12.6% | +17.8% | +10.1% |
| YTD | +6.6% | -14.9% | +21.4% | +12.5% |
| 1Y | +3.9% | -13.1% | +17.0% | +8.8% |
| 3Y | +246.0% | +21.2% | +224.8% | +213.0% |
| 5Y | +268.0% | +32.0% | +236.0% | +216.3% |
| All | +844.5% | +190.7% | +653.8% | +511.3% |
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