+53.7%
MDLZ vs AVTR
+8.1%
+45.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | +0.3% |
| 7D | +0.1% | +1.9% | -1.8% | -0.2% |
| 30D | +10.0% | +1.5% | +8.5% | +9.7% |
| 3M | +7.1% | +17.1% | -10.0% | +4.6% |
| 6M | +9.8% | +91.5% | -81.6% | 0.0% |
| YTD | +26.6% | +38.8% | -12.2% | +20.0% |
| 1Y | +20.3% | +37.7% | -17.4% | +14.0% |
| 3Y | +5.4% | -13.5% | +18.9% | +3.7% |
| 5Y | +22.2% | -59.3% | +81.5% | +35.1% |
| All | +53.7% | +8.1% | +45.6% | +33.7% |
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 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