+8.6%
MCD vs AVTR
-16.2%
+24.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | -1.6% | +0.5% | -2.1% | -1.7% |
| 30D | +14.1% | -1.0% | +15.1% | +14.1% |
| 3M | +0.6% | +12.2% | -11.6% | +0.1% |
| 6M | 0.0% | +97.5% | -97.4% | -3.1% |
| YTD | -9.3% | +35.6% | -44.9% | -10.5% |
| 1Y | -9.3% | +32.8% | -42.1% | -10.5% |
| 3Y | +8.6% | -16.5% | +25.1% | +13.5% |
| All | +8.6% | -16.2% | +24.8% | +13.5% |
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