+104.8%
MMM vs AVTR
-25.8%
+130.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -1.0% |
| 7D | -1.6% | +7.4% | -9.0% | -3.2% |
| 30D | -8.0% | +12.2% | -20.2% | -10.4% |
| 3M | +9.4% | +57.4% | -48.0% | -2.2% |
| 6M | +10.2% | +86.7% | -76.4% | -6.0% |
| YTD | +6.1% | +33.1% | -27.0% | -1.9% |
| 1Y | +10.8% | +16.1% | -5.4% | +4.1% |
| 3Y | +104.8% | -24.6% | +129.4% | +117.7% |
| All | +104.8% | -25.8% | +130.6% | +117.7% |
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