+187.4%
MNST vs AVTR
+5.1%
+182.3%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.2% | -6.6% | -4.8% |
| 7D | -3.4% | -3.6% | +0.2% | -2.8% |
| 30D | +6.6% | +0.8% | +5.8% | +6.4% |
| 3M | -2.9% | +17.4% | -20.3% | -5.8% |
| 6M | +18.4% | +83.5% | -65.1% | +5.3% |
| YTD | +19.3% | +35.0% | -15.7% | +11.5% |
| 1Y | +37.9% | +36.7% | +1.2% | +28.4% |
| 3Y | +62.9% | -15.3% | +78.2% | +59.7% |
| 5Y | +99.6% | -59.5% | +159.1% | +130.0% |
| All | +187.4% | +5.1% | +182.3% | +160.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling