-15.9%
APTV vs MLM
+199.9%
-215.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +1.9% | +2.4% |
| 7D | +4.8% | -2.9% | +7.7% | +6.6% |
| 30D | +2.0% | -6.8% | +8.8% | +6.5% |
| 3M | -34.2% | -11.2% | -23.0% | -29.9% |
| 6M | -34.7% | -21.8% | -12.8% | -24.8% |
| YTD | -37.0% | -17.0% | -20.0% | -30.3% |
| 1Y | -40.4% | -16.4% | -24.0% | -34.5% |
| 3Y | -54.1% | +14.5% | -68.6% | -59.6% |
| 5Y | -68.0% | +41.7% | -109.8% | -75.7% |
| All | -15.9% | +199.9% | -215.8% | -56.4% |
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