-13.9%
MP vs AVTR
-59.2%
+45.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.4% |
| 7D | +2.3% | +0.5% | +1.8% | +2.2% |
| 30D | -15.3% | +1.5% | -16.8% | -15.6% |
| 3M | -33.5% | +14.2% | -47.7% | -36.3% |
| 6M | -45.5% | +97.4% | -142.9% | -58.0% |
| YTD | -27.3% | +37.3% | -64.6% | -36.4% |
| 1Y | -40.7% | +36.8% | -77.5% | -48.4% |
| 3Y | +145.9% | -15.2% | +161.1% | +143.7% |
| 5Y | -13.9% | -59.2% | +45.3% | +22.6% |
| All | -13.9% | -59.2% | +45.3% | +22.6% |
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