+277.5%
MP vs AVTR
-9.2%
+286.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.8% | +3.8% | +5.7% |
| 7D | -1.6% | +1.9% | -3.5% | -2.1% |
| 30D | -18.2% | +1.5% | -19.7% | -18.5% |
| 3M | -26.1% | +17.1% | -43.2% | -29.8% |
| 6M | -44.0% | +91.5% | -135.5% | -56.1% |
| YTD | -25.3% | +38.8% | -64.1% | -34.8% |
| 1Y | -35.6% | +37.7% | -73.3% | -43.9% |
| 3Y | +147.1% | -13.5% | +160.5% | +143.0% |
| 5Y | -11.3% | -59.3% | +48.0% | +14.4% |
| All | +277.5% | -9.2% | +286.7% | +314.5% |
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