+833.3%
MPC vs AVTR
+8.1%
+825.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.8% | +1.8% | +3.9% |
| 7D | -9.4% | +1.9% | -11.3% | -9.8% |
| 30D | -14.3% | +1.5% | -15.8% | -14.7% |
| 3M | +31.1% | +17.1% | +14.0% | +25.9% |
| 6M | +60.3% | +91.5% | -31.2% | +34.7% |
| YTD | +142.5% | +38.8% | +103.7% | +119.4% |
| 1Y | +104.6% | +37.7% | +66.8% | +85.1% |
| 3Y | +191.7% | -13.5% | +205.2% | +182.9% |
| 5Y | +549.2% | -59.3% | +608.5% | +688.3% |
| All | +833.3% | +8.1% | +825.2% | +594.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling