+116.3%
MP vs AVTR
-17.4%
+133.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.3% | -2.8% | -5.4% |
| 7D | -19.0% | -9.2% | -9.7% | -17.3% |
| 30D | -30.5% | -1.9% | -28.6% | -30.2% |
| 3M | -29.6% | +13.3% | -42.9% | -31.4% |
| 6M | -50.4% | +88.1% | -138.5% | -58.2% |
| YTD | -33.2% | +32.1% | -65.3% | -38.5% |
| 1Y | -38.6% | +30.7% | -69.3% | -43.4% |
| All | +116.3% | -17.4% | +133.6% | +74.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling