-34.6%
MP vs AVTR
+37.4%
-72.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.4% | -5.5% | -5.1% |
| 7D | -12.5% | -6.2% | -6.3% | -12.3% |
| 30D | -23.3% | -1.0% | -22.3% | -23.3% |
| 3M | -24.4% | +14.4% | -38.8% | -24.6% |
| 6M | -45.8% | +95.9% | -141.6% | -51.0% |
| YTD | -28.9% | +36.6% | -65.5% | -32.9% |
| 1Y | -34.6% | +35.1% | -69.7% | -37.0% |
| All | -34.6% | +37.4% | -72.0% | -37.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling