+58.1%
MP vs AVTR
-64.3%
+122.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +1.8% |
| 7D | -2.9% | +2.7% | -5.5% | -3.7% |
| 30D | +13.8% | +12.1% | +1.8% | +9.8% |
| 3M | -16.7% | +57.2% | -73.9% | -29.9% |
| 6M | -11.5% | +73.1% | -84.6% | -28.5% |
| YTD | +7.9% | +30.6% | -22.7% | -4.0% |
| 1Y | -15.0% | +13.5% | -28.5% | -22.9% |
| 3Y | +153.5% | -31.0% | +184.5% | +176.5% |
| All | +58.1% | -64.3% | +122.5% | +121.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling