+97.4%
AVTR vs MKC
-1.3%
+98.6%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.6% | +1.0% |
| 7D | +0.5% | -7.0% | +7.5% | +1.1% |
| 30D | +1.5% | +4.1% | -2.5% | +0.9% |
| 3M | +14.2% | -10.3% | +24.5% | +15.4% |
| 6M | +97.4% | +1.7% | +95.7% | +92.0% |
| All | +97.4% | -1.3% | +98.6% | +92.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling