+7.7%
AVTR vs MLM
+150.1%
-142.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.1% |
| 7D | +3.2% | -2.0% | +5.2% | +4.2% |
| 30D | +0.5% | +9.5% | -9.1% | -4.2% |
| 3M | +12.1% | -4.7% | +16.9% | +14.2% |
| 6M | +91.2% | -10.7% | +101.9% | +99.8% |
| YTD | +36.3% | -16.6% | +52.9% | +47.5% |
| 1Y | +35.2% | -15.4% | +50.6% | +45.3% |
| 3Y | -15.8% | +15.9% | -31.8% | -23.2% |
| 5Y | -58.9% | +27.1% | -86.1% | -65.1% |
| All | +7.7% | +150.1% | -142.4% | -35.5% |
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