+5.2%
AVTR vs MKC
-22.5%
+27.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +7.4% | -4.3% | +11.7% | +8.7% |
| 30D | +12.2% | -2.0% | +14.2% | +12.7% |
| 3M | +57.4% | +10.0% | +47.4% | +52.4% |
| 6M | +86.7% | -18.5% | +105.2% | +97.1% |
| YTD | +33.1% | -22.4% | +55.5% | +42.0% |
| 1Y | +16.1% | -23.6% | +39.8% | +24.7% |
| 3Y | -24.6% | -30.4% | +5.8% | -17.2% |
| 5Y | -63.5% | -34.2% | -29.3% | -60.2% |
| All | +5.2% | -22.5% | +27.7% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded MKC 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling