+29.3%
MDT vs AVTR
+3.6%
+25.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.8% | -2.3% |
| 7D | +0.4% | +7.4% | -7.0% | -1.2% |
| 30D | +6.0% | +12.2% | -6.2% | +3.3% |
| 3M | +15.5% | +57.4% | -41.8% | +4.0% |
| 6M | +3.4% | +86.7% | -83.3% | -10.9% |
| YTD | -2.2% | +33.1% | -35.2% | -9.5% |
| 1Y | +2.6% | +16.1% | -13.6% | -3.6% |
| 3Y | +27.5% | -24.6% | +52.1% | +28.5% |
| 5Y | -20.1% | -63.5% | +43.4% | -4.1% |
| All | +29.3% | +3.6% | +25.7% | +7.4% |
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 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