+469.7%
MLM vs AVAV
+478.6%
-8.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.9% | +1.4% |
| 7D | -2.9% | -2.2% | -0.7% | -2.5% |
| 30D | -6.8% | -13.9% | +7.1% | -4.6% |
| 3M | -11.2% | -29.2% | +18.0% | -7.0% |
| 6M | -21.8% | -36.1% | +14.3% | -17.5% |
| YTD | -17.0% | -40.2% | +23.2% | -12.8% |
| 1Y | -16.4% | -36.2% | +19.8% | -14.1% |
| 3Y | +14.5% | +47.5% | -33.1% | -6.0% |
| 5Y | +41.7% | +39.3% | +2.5% | +12.4% |
| 10Y | +200.0% | +482.6% | -282.5% | +63.1% |
| All | +469.7% | +478.6% | -8.9% | +182.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling