+275.9%
MTZ vs AVTR
+5.1%
+270.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +2.2% | +7.4% | +8.9% |
| 7D | -6.4% | -3.6% | -2.8% | -5.5% |
| 30D | -22.1% | +0.8% | -22.8% | -22.4% |
| 3M | -32.7% | +17.4% | -50.1% | -36.1% |
| 6M | -59.8% | +83.5% | -143.3% | -67.5% |
| YTD | -19.9% | +35.0% | -54.9% | -29.4% |
| 1Y | -11.5% | +36.7% | -48.1% | -22.5% |
| 3Y | +258.1% | -15.3% | +273.4% | +246.1% |
| 5Y | +85.5% | -59.5% | +145.0% | +133.1% |
| All | +275.9% | +5.1% | +270.8% | +164.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling