+264.6%
MP vs AVTR
-11.1%
+275.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.1% | -1.3% | -2.8% |
| 7D | -3.6% | -0.1% | -3.5% | -3.5% |
| 30D | -21.0% | -0.6% | -20.3% | -20.8% |
| 3M | -33.3% | +13.4% | -46.7% | -35.9% |
| 6M | -45.9% | +87.4% | -133.3% | -57.3% |
| YTD | -27.8% | +35.9% | -63.7% | -36.6% |
| 1Y | -43.2% | +35.4% | -78.6% | -50.3% |
| 3Y | +144.0% | -16.1% | +160.2% | +142.7% |
| 5Y | -6.1% | -59.4% | +53.3% | +21.1% |
| All | +264.6% | -11.1% | +275.7% | +303.1% |
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