+43.1%
MDLZ vs AVTR
+1.1%
+42.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.6% |
| 7D | 0.0% | +1.6% | -1.6% | -0.3% |
| 30D | +1.4% | +8.4% | -6.9% | +0.3% |
| 3M | 0.0% | +50.2% | -50.1% | -5.6% |
| 6M | +9.1% | +82.6% | -73.4% | -0.1% |
| YTD | +17.9% | +29.8% | -11.9% | +12.9% |
| 1Y | +3.2% | +16.0% | -12.8% | -0.3% |
| 3Y | -2.5% | -26.4% | +24.0% | -1.6% |
| 5Y | +17.6% | -64.5% | +82.0% | +32.8% |
| All | +43.1% | +1.1% | +42.1% | +25.8% |
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