+792.3%
MPC vs AVTR
+5.1%
+787.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -1.7% |
| 7D | -16.2% | -3.6% | -12.6% | -15.4% |
| 30D | -15.7% | +0.8% | -16.5% | -16.0% |
| 3M | +24.9% | +17.4% | +7.5% | +19.9% |
| 6M | +52.7% | +83.5% | -30.9% | +29.6% |
| YTD | +131.9% | +35.0% | +96.9% | +111.1% |
| 1Y | +96.6% | +36.7% | +60.0% | +78.1% |
| 3Y | +163.8% | -15.3% | +179.1% | +156.9% |
| 5Y | +533.1% | -59.5% | +592.6% | +666.2% |
| All | +792.3% | +5.1% | +787.2% | +568.5% |
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