-25.1%
APTV vs MLM
+167.5%
-192.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.5% | -1.3% | -0.4% |
| 7D | -9.8% | -3.8% | -5.9% | -7.4% |
| 30D | -8.9% | +11.0% | -19.9% | -14.7% |
| 3M | -19.5% | -3.1% | -16.4% | -18.0% |
| 6M | -31.1% | -9.8% | -21.3% | -27.2% |
| YTD | -47.5% | -14.4% | -33.2% | -43.0% |
| 1Y | -52.3% | -12.6% | -39.7% | -48.9% |
| 3Y | -45.2% | +19.7% | -64.9% | -53.3% |
| 5Y | -76.9% | +29.8% | -106.6% | -81.6% |
| 10Y | -25.1% | +153.5% | -178.6% | -62.8% |
| All | -25.1% | +167.5% | -192.5% | -62.8% |
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