+40.4%
MXL vs AVTR
-64.6%
+105.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.5% | +8.0% | +7.7% |
| 7D | +18.9% | -1.1% | +19.9% | +19.3% |
| 30D | +0.3% | +6.3% | -6.0% | -2.2% |
| 3M | -8.0% | +53.3% | -61.4% | -24.0% |
| 6M | +341.2% | +78.6% | +262.6% | +238.7% |
| YTD | +327.8% | +29.2% | +298.6% | +271.8% |
| 1Y | +364.9% | +13.8% | +351.1% | +316.3% |
| 3Y | +229.2% | -27.4% | +256.7% | +231.1% |
| All | +40.4% | -64.6% | +105.0% | +133.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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