+237.4%
MP vs AVTR
-13.6%
+251.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.3% | -2.8% | -5.0% |
| 7D | -19.0% | -9.2% | -9.7% | -16.5% |
| 30D | -30.5% | -1.9% | -28.6% | -30.1% |
| 3M | -29.6% | +13.3% | -42.9% | -32.4% |
| 6M | -50.4% | +88.1% | -138.5% | -60.9% |
| YTD | -33.2% | +32.1% | -65.3% | -40.9% |
| 1Y | -38.6% | +30.7% | -69.3% | -45.6% |
| 3Y | +105.5% | -17.6% | +123.1% | +105.1% |
| 5Y | -7.8% | -60.3% | +52.5% | +19.9% |
| All | +237.4% | -13.6% | +251.0% | +275.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling