+71.0%
MMM vs AVTR
+6.1%
+64.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | -0.8% | +3.2% | -4.0% | -1.5% |
| 30D | +14.4% | +0.5% | +14.0% | +14.3% |
| 3M | +1.8% | +12.1% | -10.3% | -0.8% |
| 6M | +31.3% | +91.2% | -59.9% | +13.2% |
| YTD | +18.0% | +36.3% | -18.3% | +8.8% |
| 1Y | +10.9% | +35.2% | -24.4% | +2.3% |
| 3Y | +160.6% | -15.8% | +176.5% | +159.6% |
| 5Y | +44.5% | -58.9% | +103.4% | +60.7% |
| All | +71.0% | +6.1% | +64.9% | +54.8% |
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