-55.1%
MTZ vs AVTR
+91.7%
-146.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.8% | +5.7% | +9.3% |
| 7D | -2.4% | +1.9% | -4.4% | -2.2% |
| 30D | -11.1% | +1.5% | -12.6% | -11.0% |
| 3M | -30.6% | +17.1% | -47.7% | -28.1% |
| All | -55.1% | +91.7% | -146.8% | -53.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling