-28.9%
AVTR vs MLM
+15.1%
-44.0%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.6% | -2.0% |
| 7D | +2.7% | -2.9% | +5.6% | +4.2% |
| 30D | +12.1% | -6.8% | +18.9% | +16.0% |
| 3M | +57.2% | -11.2% | +68.5% | +66.1% |
| 6M | +73.1% | -21.8% | +94.9% | +95.6% |
| YTD | +30.6% | -17.0% | +47.6% | +43.7% |
| 1Y | +13.5% | -16.4% | +29.9% | +24.2% |
| All | -28.9% | +15.1% | -44.0% | -30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling