-21.0%
MDLN vs AVTR
+35.8%
-56.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | -11.5% | -2.0% | -9.4% | -11.1% |
| 30D | -7.6% | +8.1% | -15.6% | -9.1% |
| 3M | -11.4% | +54.2% | -65.6% | -19.6% |
| 6M | -24.5% | +82.6% | -107.0% | -33.5% |
| YTD | -22.9% | +29.8% | -52.7% | -29.4% |
| All | -21.0% | +35.8% | -56.8% | -27.4% |
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 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