+153.0%
MDB vs AVTR
+1.7%
+151.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.6% | -3.4% |
| 7D | -17.4% | +2.7% | -20.1% | -18.6% |
| 30D | -2.0% | +12.1% | -14.1% | -7.2% |
| 3M | -3.0% | +57.2% | -60.3% | -22.9% |
| 6M | +48.7% | +73.1% | -24.4% | +12.1% |
| YTD | -12.1% | +30.6% | -42.8% | -24.5% |
| 1Y | +14.5% | +13.5% | +1.0% | +0.7% |
| 3Y | -6.1% | -31.0% | +24.9% | -1.8% |
| 5Y | -27.3% | -63.2% | +35.9% | +12.6% |
| All | +153.0% | +1.7% | +151.3% | +140.3% |
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