+258.1%
MTZ vs AVTR
-15.6%
+273.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +2.2% | +7.4% | +9.3% |
| 7D | -6.4% | -3.6% | -2.8% | -6.1% |
| 30D | -22.1% | +0.8% | -22.8% | -22.2% |
| 3M | -32.7% | +17.4% | -50.1% | -34.1% |
| 6M | -59.8% | +83.5% | -143.3% | -63.7% |
| YTD | -19.9% | +35.0% | -54.9% | -23.9% |
| 1Y | -11.5% | +36.7% | -48.1% | -16.2% |
| 3Y | +258.1% | -15.3% | +273.4% | +240.1% |
| All | +258.1% | -15.6% | +273.6% | +240.1% |
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