-1.3%
MCD vs AVTR
+84.2%
-85.5%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -0.5% |
| 7D | +7.1% | -3.6% | +10.7% | +7.1% |
| 30D | +19.8% | +0.8% | +19.0% | +19.7% |
| 3M | +0.8% | +17.4% | -16.6% | +1.0% |
| 6M | -1.3% | +83.5% | -84.8% | +1.6% |
| All | -1.3% | +84.2% | -85.5% | +1.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling