+186.9%
MXL vs AVTR
+3.6%
+183.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.9% | +4.1% | +5.2% |
| 7D | +15.5% | +7.4% | +8.1% | +11.8% |
| 30D | -11.3% | +12.2% | -23.5% | -16.0% |
| 3M | -16.1% | +57.4% | -73.5% | -33.9% |
| 6M | +323.0% | +86.7% | +236.4% | +204.2% |
| YTD | +281.5% | +33.1% | +248.5% | +219.0% |
| 1Y | +319.3% | +16.1% | +303.1% | +264.0% |
| 3Y | +189.4% | -24.6% | +214.0% | +187.1% |
| 5Y | +26.0% | -63.5% | +89.5% | +88.5% |
| All | +186.9% | +3.6% | +183.3% | +128.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling