+173.4%
MPC vs AVTR
-27.6%
+201.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.8% | +0.5% |
| 7D | +5.4% | +2.7% | +2.8% | +5.1% |
| 30D | +31.0% | +12.1% | +18.9% | +29.4% |
| 3M | +46.0% | +57.2% | -11.2% | +38.5% |
| 6M | +77.3% | +73.1% | +4.2% | +66.0% |
| YTD | +141.9% | +30.6% | +111.3% | +134.3% |
| 1Y | +120.9% | +13.5% | +107.4% | +115.1% |
| All | +173.4% | -27.6% | +201.1% | +177.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling