+35.1%
AVTR vs MLM
-11.4%
+46.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | -0.6% |
| 7D | -6.2% | +9.1% | -15.4% | -9.9% |
| 30D | -1.0% | +14.6% | -15.6% | -7.2% |
| 3M | +14.4% | +0.3% | +14.1% | +14.4% |
| 6M | +95.9% | -7.5% | +103.3% | +104.7% |
| YTD | +36.6% | -10.2% | +46.8% | +50.1% |
| 1Y | +35.1% | -10.5% | +45.6% | +47.6% |
| All | +35.1% | -11.4% | +46.5% | +47.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling