+141.4%
APTV vs MLM
+700.6%
-559.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.8% | -1.6% | -2.4% |
| 7D | -10.2% | -4.1% | -6.1% | -8.0% |
| 30D | -10.8% | +8.2% | -19.0% | -14.6% |
| 3M | -14.8% | -3.6% | -11.2% | -13.1% |
| 6M | -30.6% | -15.6% | -15.0% | -24.4% |
| YTD | -48.2% | -16.4% | -31.7% | -43.4% |
| 1Y | -52.0% | -14.3% | -37.6% | -48.3% |
| 3Y | -47.0% | +19.3% | -66.3% | -53.3% |
| 5Y | -77.5% | +29.6% | -107.1% | -81.2% |
| 10Y | -27.0% | +189.9% | -216.9% | -60.1% |
| All | +141.4% | +700.6% | -559.3% | -14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling