+2.1%
AVTR vs MKC
-23.4%
+25.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -1.1% | -1.5% | +0.4% | -0.6% |
| 30D | +6.3% | -3.1% | +9.4% | +7.1% |
| 3M | +53.3% | +5.2% | +48.1% | +50.5% |
| 6M | +78.6% | -12.8% | +91.5% | +84.9% |
| YTD | +29.2% | -23.3% | +52.5% | +38.3% |
| 1Y | +13.8% | -24.1% | +37.9% | +22.4% |
| 3Y | -27.4% | -32.1% | +4.7% | -19.8% |
| 5Y | -65.0% | -32.8% | -32.2% | -62.2% |
| All | +2.1% | -23.4% | +25.5% | +7.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling