+431.5%
MTZ vs AVTR
+3.6%
+427.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.9% | +1.9% | +3.3% |
| 7D | +3.6% | +7.4% | -3.8% | +1.4% |
| 30D | -9.6% | +12.2% | -21.9% | -12.7% |
| 3M | -31.9% | +57.4% | -89.3% | -41.7% |
| 6M | -13.8% | +86.7% | -100.5% | -30.7% |
| YTD | +13.3% | +33.1% | -19.8% | +0.8% |
| 1Y | +39.3% | +16.1% | +23.1% | +26.0% |
| 3Y | +168.3% | -24.6% | +193.0% | +172.4% |
| 5Y | +166.4% | -63.5% | +229.9% | +248.8% |
| All | +431.5% | +3.6% | +427.9% | +276.9% |
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