+117.2%
MPC vs AVTR
+37.4%
+79.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +0.4% | -8.5% | -8.1% |
| 7D | -10.9% | -6.2% | -4.7% | -10.8% |
| 30D | -9.4% | -1.0% | -8.4% | -9.4% |
| 3M | +26.0% | +14.4% | +11.6% | +25.9% |
| 6M | +56.5% | +95.9% | -39.4% | +55.9% |
| YTD | +144.3% | +36.6% | +107.7% | +146.6% |
| 1Y | +117.2% | +35.1% | +82.1% | +120.2% |
| All | +117.2% | +37.4% | +79.8% | +120.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling