+65.5%
MCD vs AVTR
+5.1%
+60.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -0.9% |
| 7D | +7.1% | -3.6% | +10.7% | +7.8% |
| 30D | +19.8% | +0.8% | +19.0% | +19.5% |
| 3M | +0.8% | +17.4% | -16.6% | -2.1% |
| 6M | -1.3% | +83.5% | -84.8% | -12.0% |
| YTD | -7.8% | +35.0% | -42.7% | -13.6% |
| 1Y | -5.0% | +36.7% | -41.6% | -11.3% |
| 3Y | +10.5% | -15.3% | +25.9% | +8.6% |
| 5Y | +22.0% | -59.5% | +81.5% | +42.9% |
| All | +65.5% | +5.1% | +60.4% | +23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling