+36.8%
AVTR vs MLM
-14.6%
+51.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.4% |
| 7D | +0.5% | -5.8% | +6.3% | +3.1% |
| 30D | +1.5% | +9.8% | -8.3% | -3.1% |
| 3M | +14.2% | -5.2% | +19.4% | +17.0% |
| 6M | +97.4% | -10.3% | +107.6% | +107.5% |
| YTD | +37.3% | -15.5% | +52.7% | +54.6% |
| 1Y | +36.8% | -15.0% | +51.8% | +52.8% |
| All | +36.8% | -14.6% | +51.4% | +52.8% |
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