+185.4%
MNST vs AVTR
+6.9%
+178.5%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | 0.0% |
| 7D | -6.9% | +0.5% | -7.4% | -7.0% |
| 30D | +3.7% | +1.5% | +2.2% | +3.4% |
| 3M | -0.3% | +14.2% | -14.5% | -2.8% |
| 6M | +5.1% | +97.4% | -92.3% | -7.8% |
| YTD | +18.4% | +37.3% | -18.8% | +10.4% |
| 1Y | +26.3% | +36.8% | -10.5% | +17.6% |
| 3Y | +64.3% | -15.2% | +79.5% | +61.2% |
| 5Y | +96.8% | -59.2% | +156.0% | +126.7% |
| All | +185.4% | +6.9% | +178.5% | +157.7% |
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 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