+18.5%
MLM vs AVAV
+48.2%
-29.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.9% | +1.3% |
| 7D | -2.9% | -2.2% | -0.7% | -2.7% |
| 30D | -6.8% | -13.9% | +7.1% | -5.8% |
| 3M | -11.2% | -29.2% | +18.0% | -9.2% |
| 6M | -21.8% | -36.1% | +14.3% | -19.8% |
| YTD | -17.0% | -40.2% | +23.2% | -14.7% |
| 1Y | -16.4% | -36.2% | +19.8% | -14.7% |
| All | +18.5% | +48.2% | -29.7% | +13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling