+169.3%
MNST vs AVTR
+1.1%
+168.2%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.3% |
| 7D | -3.6% | +1.6% | -5.1% | -3.8% |
| 30D | -6.3% | +8.4% | -14.7% | -7.7% |
| 3M | -5.0% | +50.2% | -55.1% | -12.0% |
| 6M | +13.1% | +82.6% | -69.4% | +0.6% |
| YTD | +11.8% | +29.8% | -18.1% | +5.3% |
| 1Y | +35.2% | +16.0% | +19.3% | +28.7% |
| 3Y | +52.0% | -26.4% | +78.4% | +53.6% |
| 5Y | +77.9% | -64.5% | +142.3% | +111.0% |
| All | +169.3% | +1.1% | +168.2% | +145.9% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling