+500.0%
APP vs MLM
+53.6%
+446.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.8% | +11.7% | +11.2% |
| 7D | +71.2% | -4.1% | +75.3% | +74.2% |
| 30D | +39.1% | +8.2% | +30.9% | +28.6% |
| 3M | +16.5% | -3.6% | +20.1% | +17.4% |
| 6M | -16.6% | -15.6% | -1.0% | -8.1% |
| YTD | -41.9% | -16.4% | -25.5% | -36.7% |
| 1Y | -37.0% | -14.3% | -22.7% | -32.8% |
| 3Y | +892.4% | +19.3% | +873.1% | +662.2% |
| 5Y | +297.3% | +29.6% | +267.7% | +161.5% |
| All | +500.0% | +53.6% | +446.4% | +288.8% |
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