-28.3%
APTV vs MLM
+138.2%
-166.6%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.6% | +0.3% |
| 7D | -1.7% | -0.9% | -0.9% | -1.2% |
| 30D | -11.6% | +9.0% | -20.6% | -16.3% |
| 3M | -21.2% | -5.6% | -15.6% | -18.4% |
| 6M | -28.5% | -10.7% | -17.8% | -24.0% |
| YTD | -49.1% | -17.2% | -31.9% | -43.5% |
| 1Y | -52.2% | -14.2% | -38.0% | -48.1% |
| 3Y | -48.6% | +15.6% | -64.2% | -55.3% |
| 5Y | -77.3% | +26.2% | -103.5% | -81.6% |
| All | -28.3% | +138.2% | -166.6% | -63.1% |
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