+53.1%
MCD vs AVTR
+3.6%
+49.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.8% | -0.3% |
| 7D | -2.0% | +7.4% | -9.4% | -3.2% |
| 30D | -6.1% | +12.2% | -18.4% | -8.0% |
| 3M | -7.3% | +57.4% | -64.6% | -14.7% |
| 6M | -20.9% | +86.7% | -107.6% | -29.8% |
| YTD | -14.7% | +33.1% | -47.7% | -19.7% |
| 1Y | -16.1% | +16.1% | -32.3% | -20.1% |
| 3Y | -1.5% | -24.6% | +23.1% | -0.6% |
| 5Y | +20.4% | -63.5% | +83.9% | +45.3% |
| All | +53.1% | +3.6% | +49.5% | +14.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling