+53.0%
MCD vs AVTR
+1.7%
+51.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.3% |
| 7D | -2.8% | +2.7% | -5.5% | -3.3% |
| 30D | -6.0% | +12.1% | -18.1% | -7.9% |
| 3M | -5.6% | +57.2% | -62.8% | -13.2% |
| 6M | -21.9% | +73.1% | -94.9% | -29.7% |
| YTD | -14.7% | +30.6% | -45.3% | -19.5% |
| 1Y | -17.3% | +13.5% | -30.8% | -20.9% |
| 3Y | -2.2% | -31.0% | +28.9% | +0.8% |
| 5Y | +20.3% | -63.2% | +83.5% | +44.3% |
| All | +53.0% | +1.7% | +51.3% | +14.7% |
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