+22.7%
MCD vs AVTR
-60.1%
+82.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -0.7% |
| 7D | +7.1% | -3.6% | +10.7% | +7.4% |
| 30D | +19.8% | +0.8% | +19.0% | +19.7% |
| 3M | +0.8% | +17.4% | -16.6% | -0.3% |
| 6M | -1.3% | +83.5% | -84.8% | -5.4% |
| YTD | -7.8% | +35.0% | -42.7% | -9.8% |
| 1Y | -5.0% | +36.7% | -41.6% | -7.2% |
| 3Y | +10.5% | -15.3% | +25.9% | +11.2% |
| All | +22.7% | -60.1% | +82.8% | +36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling