+27.3%
MDT vs AVTR
+0.6%
+26.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -3.4% | -1.1% | -2.3% | -3.2% |
| 30D | +0.2% | +6.3% | -6.1% | -1.2% |
| 3M | +14.3% | +53.3% | -39.1% | +3.4% |
| 6M | +4.0% | +78.6% | -74.6% | -9.5% |
| YTD | -3.7% | +29.2% | -32.9% | -10.3% |
| 1Y | -0.4% | +13.8% | -14.2% | -6.0% |
| 3Y | +23.3% | -27.4% | +50.8% | +25.4% |
| 5Y | -18.9% | -65.0% | +46.1% | -1.6% |
| All | +27.3% | +0.6% | +26.7% | +6.4% |
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