-2.3%
MDB vs AVTR
-27.6%
+25.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.6% | -3.8% |
| 7D | -17.4% | +2.7% | -20.1% | -17.9% |
| 30D | -2.0% | +12.1% | -14.1% | -4.4% |
| 3M | -3.0% | +57.2% | -60.3% | -12.4% |
| 6M | +48.7% | +73.1% | -24.4% | +31.3% |
| YTD | -12.1% | +30.6% | -42.8% | -18.3% |
| 1Y | +14.5% | +13.5% | +1.0% | +7.3% |
| All | -2.3% | -27.6% | +25.3% | +0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling