-77.2%
APTV vs MLM
+23.5%
-100.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.8% | -1.6% | -2.3% |
| 7D | -10.2% | -4.1% | -6.1% | -7.6% |
| 30D | -10.8% | +8.2% | -19.0% | -15.2% |
| 3M | -14.8% | -3.6% | -11.2% | -12.8% |
| 6M | -30.6% | -15.6% | -15.0% | -23.2% |
| YTD | -48.2% | -16.4% | -31.7% | -42.7% |
| 1Y | -52.0% | -14.3% | -37.6% | -47.8% |
| 3Y | -47.0% | +19.3% | -66.3% | -56.6% |
| All | -77.2% | +23.5% | -100.8% | -82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling