+157.1%
MMM vs AVTR
-15.6%
+172.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -1.9% |
| 7D | +6.2% | -3.6% | +9.8% | +7.0% |
| 30D | +14.2% | +0.8% | +13.4% | +14.0% |
| 3M | +2.9% | +17.4% | -14.5% | -0.9% |
| 6M | +27.6% | +83.5% | -56.0% | +9.0% |
| YTD | +17.3% | +35.0% | -17.7% | +7.8% |
| 1Y | +15.1% | +36.7% | -21.6% | +5.2% |
| 3Y | +157.1% | -15.3% | +172.4% | +160.7% |
| All | +157.1% | -15.6% | +172.7% | +160.7% |
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