+54.0%
MDLZ vs AVTR
+6.1%
+47.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | -0.4% | +3.2% | -3.6% | -0.8% |
| 30D | +8.2% | +0.5% | +7.8% | +8.1% |
| 3M | +8.0% | +12.1% | -4.1% | +6.1% |
| 6M | +9.7% | +91.2% | -81.4% | -0.1% |
| YTD | +26.9% | +36.3% | -9.4% | +20.5% |
| 1Y | +20.9% | +35.2% | -14.3% | +14.8% |
| 3Y | +5.3% | -15.8% | +21.2% | +4.0% |
| 5Y | +21.4% | -58.9% | +80.3% | +33.7% |
| All | +54.0% | +6.1% | +47.9% | +34.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling