-64.8%
AVTR vs MKC
-33.9%
-30.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -2.0% | -2.8% | +0.8% | -1.4% |
| 30D | +8.1% | -3.4% | +11.4% | +8.8% |
| 3M | +54.2% | +3.8% | +50.4% | +52.3% |
| 6M | +82.6% | -17.9% | +100.5% | +90.7% |
| YTD | +29.8% | -23.6% | +53.5% | +37.6% |
| 1Y | +18.0% | -23.1% | +41.1% | +24.9% |
| 3Y | -26.4% | -31.5% | +5.1% | -20.2% |
| 5Y | -64.8% | -33.1% | -31.8% | -61.2% |
| All | -64.8% | -33.9% | -30.9% | -61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling