+51.0%
MMM vs AVTR
+1.1%
+49.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.6% | -1.4% |
| 7D | -2.6% | +1.6% | -4.1% | -2.9% |
| 30D | -9.3% | +8.4% | -17.7% | -10.9% |
| 3M | +5.6% | +50.2% | -44.6% | -3.7% |
| 6M | +9.5% | +82.6% | -73.1% | -4.7% |
| YTD | +4.1% | +29.8% | -25.7% | -2.8% |
| 1Y | +9.4% | +16.0% | -6.6% | +3.2% |
| 3Y | +101.0% | -26.4% | +127.4% | +105.5% |
| 5Y | +26.1% | -64.5% | +90.6% | +44.0% |
| All | +51.0% | +1.1% | +49.9% | +38.2% |
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 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