+25.7%
MLM vs AVAV
+18.1%
+7.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.5% | -12.3% | -2.9% |
| 7D | -4.1% | -10.6% | +6.5% | -3.1% |
| 30D | +8.2% | -18.8% | +27.0% | +10.3% |
| 3M | -3.6% | -34.1% | +30.5% | +0.3% |
| 6M | -15.6% | -35.3% | +19.8% | -12.8% |
| YTD | -16.4% | -53.4% | +37.0% | -11.6% |
| 1Y | -14.3% | -65.6% | +51.3% | -6.5% |
| 3Y | +19.3% | -5.1% | +24.4% | +9.7% |
| All | +25.7% | +18.1% | +7.6% | +4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling