+21.6%
MCD vs AVTR
-64.3%
+85.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.4% |
| 7D | -2.8% | +2.7% | -5.5% | -3.0% |
| 30D | -6.0% | +12.1% | -18.1% | -6.7% |
| 3M | -5.6% | +57.2% | -62.8% | -8.4% |
| 6M | -21.9% | +73.1% | -94.9% | -24.8% |
| YTD | -14.7% | +30.6% | -45.3% | -16.4% |
| 1Y | -17.3% | +13.5% | -30.8% | -18.4% |
| 3Y | -2.2% | -31.0% | +28.9% | +0.3% |
| All | +21.6% | -64.3% | +85.9% | +35.3% |
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