-14.3%
MTZ vs AVTR
+37.4%
-51.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +0.4% | -15.8% | -15.3% |
| 7D | -7.4% | -6.2% | -1.2% | -8.2% |
| 30D | -23.6% | -1.0% | -22.6% | -23.7% |
| 3M | -38.3% | +14.4% | -52.7% | -37.5% |
| 6M | -60.6% | +95.9% | -156.5% | -60.8% |
| YTD | -22.9% | +36.6% | -59.5% | -21.1% |
| 1Y | -14.3% | +35.1% | -49.4% | -13.7% |
| All | -14.3% | +37.4% | -51.7% | -13.7% |
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 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