+68.4%
MCD vs AVTR
+8.1%
+60.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -1.1% | +1.3% |
| 7D | +5.9% | +1.9% | +4.0% | +5.6% |
| 30D | +19.6% | +1.5% | +18.1% | +19.2% |
| 3M | +3.3% | +17.1% | -13.8% | +0.4% |
| 6M | +3.5% | +91.5% | -88.0% | -8.4% |
| YTD | -6.1% | +38.8% | -44.9% | -12.4% |
| 1Y | -3.7% | +37.7% | -41.4% | -10.2% |
| 3Y | +13.4% | -13.5% | +26.8% | +11.0% |
| 5Y | +25.2% | -59.3% | +84.5% | +47.1% |
| All | +68.4% | +8.1% | +60.3% | +24.8% |
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