+9.7%
AVTR vs MLM
+156.7%
-147.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.5% | +0.4% | +1.6% |
| 7D | +1.9% | -3.8% | +5.8% | +3.8% |
| 30D | +1.5% | +11.0% | -9.5% | -3.8% |
| 3M | +17.1% | -3.1% | +20.1% | +18.2% |
| 6M | +91.5% | -9.8% | +101.2% | +99.2% |
| YTD | +38.8% | -14.4% | +53.2% | +48.3% |
| 1Y | +37.7% | -12.6% | +50.3% | +45.6% |
| 3Y | -13.5% | +19.7% | -33.2% | -22.3% |
| 5Y | -59.3% | +29.8% | -89.1% | -65.7% |
| All | +9.7% | +156.7% | -147.0% | -35.1% |
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