+8.8%
APH vs MLM
-14.5%
+23.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.8% | +6.0% | +4.8% |
| 7D | -5.9% | -4.1% | -1.8% | -4.4% |
| 30D | -14.8% | +8.2% | -23.0% | -17.3% |
| 3M | -12.4% | -3.6% | -8.8% | -11.1% |
| 6M | +8.1% | -15.6% | +23.6% | +15.6% |
| YTD | +10.9% | -16.4% | +27.4% | +13.9% |
| 1Y | +8.8% | -14.3% | +23.1% | +9.7% |
| All | +8.8% | -14.5% | +23.2% | +9.7% |
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 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