-6.0%
MTZ vs AVTR
+37.2%
-43.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.8% | +5.7% | +8.9% |
| 7D | -2.4% | +1.9% | -4.4% | -2.3% |
| 30D | -11.1% | +1.5% | -12.6% | -11.1% |
| 3M | -30.6% | +17.1% | -47.7% | -29.5% |
| 6M | -54.4% | +91.5% | -145.8% | -54.2% |
| YTD | -13.0% | +38.8% | -51.9% | -11.0% |
| All | -6.0% | +37.2% | -43.1% | -5.5% |
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