+72,452.5%
APH vs MLM
+3,210.3%
+69,242.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +2.4% | -8.5% | -7.0% |
| 7D | -2.4% | +9.1% | -11.5% | -5.7% |
| 30D | -9.5% | +14.6% | -24.1% | -14.3% |
| 3M | -7.6% | +0.3% | -7.9% | -8.2% |
| 6M | +12.4% | -7.5% | +19.9% | +14.5% |
| YTD | +17.5% | -10.2% | +27.8% | +20.9% |
| 1Y | +16.4% | -10.5% | +26.9% | +19.9% |
| 3Y | +281.6% | +27.8% | +253.8% | +241.6% |
| 5Y | +317.7% | +38.9% | +278.8% | +259.0% |
| 10Y | +967.8% | +211.4% | +756.4% | +539.4% |
| All | +72,452.5% | +3,210.3% | +69,242.3% | +22,796.9% |
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 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