+35,208.8%
APH vs MLM
+2,961.7%
+32,247.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -0.6% | -47.2% | -47.6% |
| 7D | -48.7% | -2.5% | -46.2% | -48.1% |
| 30D | -51.9% | -6.8% | -45.1% | -50.5% |
| 3M | -43.6% | -11.2% | -32.3% | -41.2% |
| 6M | -37.5% | -21.8% | -15.7% | -31.7% |
| YTD | -38.6% | -17.0% | -21.7% | -34.5% |
| 1Y | -26.3% | -16.4% | -10.0% | -21.8% |
| 3Y | +89.2% | +14.5% | +74.7% | +77.4% |
| 5Y | +119.8% | +41.7% | +78.1% | +88.8% |
| 10Y | +454.3% | +200.0% | +254.2% | +238.4% |
| All | +35,208.8% | +2,961.7% | +32,247.1% | +11,454.5% |
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