+308.1%
MTZ vs AVTR
+8.1%
+300.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.8% | +5.7% | +7.8% |
| 7D | -2.4% | +1.9% | -4.4% | -2.9% |
| 30D | -11.1% | +1.5% | -12.6% | -11.6% |
| 3M | -30.6% | +17.1% | -47.7% | -34.1% |
| 6M | -54.4% | +91.5% | -145.8% | -63.6% |
| YTD | -13.0% | +38.8% | -51.9% | -23.9% |
| 1Y | -5.7% | +37.7% | -43.4% | -17.5% |
| 3Y | +297.2% | -13.5% | +310.6% | +282.2% |
| 5Y | +95.9% | -59.3% | +155.2% | +146.7% |
| All | +308.1% | +8.1% | +300.1% | +184.6% |
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