+145.7%
MP vs AVTR
-15.2%
+160.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.5% |
| 7D | +2.3% | +0.5% | +1.8% | +2.3% |
| 30D | -15.3% | +1.5% | -16.8% | -15.5% |
| 3M | -33.5% | +14.2% | -47.7% | -35.3% |
| 6M | -45.5% | +97.4% | -142.9% | -54.6% |
| YTD | -27.3% | +37.3% | -64.6% | -33.5% |
| 1Y | -40.7% | +36.8% | -77.5% | -45.9% |
| All | +145.7% | -15.2% | +160.8% | +106.7% |
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