+122.9%
APH vs MLM
+41.9%
+80.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -0.6% | -47.2% | -47.5% |
| 7D | -48.7% | -2.5% | -46.2% | -47.9% |
| 30D | -51.9% | -6.8% | -45.1% | -50.0% |
| 3M | -43.6% | -11.2% | -32.3% | -40.4% |
| 6M | -37.5% | -21.8% | -15.7% | -29.3% |
| YTD | -38.6% | -17.0% | -21.7% | -33.1% |
| 1Y | -26.3% | -16.4% | -10.0% | -20.4% |
| 3Y | +89.2% | +14.5% | +74.7% | +68.1% |
| All | +122.9% | +41.9% | +80.9% | +70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling