+144.3%
MDB vs AVTR
+3.6%
+140.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.9% | -5.3% | -4.3% |
| 7D | -18.0% | +7.4% | -25.4% | -20.9% |
| 30D | -10.7% | +12.2% | -22.9% | -15.6% |
| 3M | +1.0% | +57.4% | -56.4% | -19.8% |
| 6M | +31.6% | +86.7% | -55.0% | -4.1% |
| YTD | -15.2% | +33.1% | -48.2% | -27.8% |
| 1Y | +10.1% | +16.1% | -6.0% | -4.3% |
| 3Y | -5.6% | -24.6% | +19.0% | -6.4% |
| 5Y | -24.5% | -63.5% | +39.0% | +17.6% |
| All | +144.3% | +3.6% | +140.7% | +129.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling