-15.3%
AVTR vs MLM
+18.7%
-34.0%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.0% | +3.1% |
| 7D | -3.6% | -4.1% | +0.5% | -1.7% |
| 30D | +0.8% | +8.2% | -7.4% | -3.6% |
| 3M | +17.4% | -3.6% | +21.0% | +19.0% |
| 6M | +83.5% | -15.6% | +99.1% | +99.3% |
| YTD | +35.0% | -16.4% | +51.4% | +48.2% |
| 1Y | +36.7% | -14.3% | +51.0% | +47.9% |
| 3Y | -15.3% | +19.3% | -34.6% | -19.8% |
| All | -15.3% | +18.7% | -34.0% | -19.8% |
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 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