+277.0%
MTZ vs AVTR
-15.7%
+292.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.1% |
| 7D | +16.5% | +3.2% | +13.3% | +16.2% |
| 30D | -10.2% | +0.5% | -10.6% | -10.3% |
| 3M | -34.2% | +12.1% | -46.3% | -35.1% |
| 6M | -56.0% | +91.2% | -147.1% | -60.5% |
| YTD | -14.8% | +36.3% | -51.1% | -19.1% |
| 1Y | -7.2% | +35.2% | -42.5% | -11.9% |
| All | +277.0% | -15.7% | +292.7% | +268.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling