+181.2%
MLM vs AVAV
+361.4%
-180.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.5% | -12.3% | -3.4% |
| 7D | -4.1% | -10.6% | +6.5% | -2.7% |
| 30D | +8.2% | -18.8% | +27.0% | +11.3% |
| 3M | -3.6% | -34.1% | +30.5% | +2.1% |
| 6M | -15.6% | -35.3% | +19.8% | -11.7% |
| YTD | -16.4% | -53.4% | +37.0% | -9.6% |
| 1Y | -14.3% | -65.6% | +51.3% | -2.9% |
| 3Y | +19.3% | -5.1% | +24.4% | +6.1% |
| 5Y | +29.6% | +18.5% | +11.1% | +4.8% |
| All | +181.2% | +361.4% | -180.1% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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