+254.1%
MP vs AVTR
-11.7%
+265.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.2% | +2.8% | +4.3% |
| 7D | -10.5% | -3.6% | -6.9% | -9.4% |
| 30D | -23.5% | +0.8% | -24.3% | -23.7% |
| 3M | -25.4% | +17.4% | -42.8% | -29.1% |
| 6M | -51.3% | +83.5% | -134.8% | -61.2% |
| YTD | -29.9% | +35.0% | -64.9% | -38.3% |
| 1Y | -31.8% | +36.7% | -68.5% | -40.5% |
| 3Y | +127.0% | -15.3% | +142.3% | +124.5% |
| 5Y | -3.3% | -59.5% | +56.2% | +25.0% |
| All | +254.1% | -11.7% | +265.8% | +292.0% |
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