+294.6%
MTZ vs AVTR
+5.6%
+289.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.7% | -1.1% |
| 7D | +5.0% | +0.5% | +4.5% | +4.9% |
| 30D | -6.0% | -1.0% | -5.0% | -5.9% |
| 3M | -36.1% | +12.2% | -48.3% | -38.6% |
| 6M | -56.9% | +97.5% | -154.3% | -65.9% |
| YTD | -15.9% | +35.6% | -51.5% | -25.9% |
| 1Y | -3.8% | +32.8% | -36.7% | -14.9% |
| 3Y | +272.3% | -16.5% | +288.8% | +262.4% |
| 5Y | +91.1% | -59.1% | +150.2% | +139.5% |
| All | +294.6% | +5.6% | +289.0% | +177.0% |
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