+8.5%
AVTR vs MKC
-29.2%
+37.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.6% | +0.9% |
| 7D | +0.5% | -7.0% | +7.5% | +2.5% |
| 30D | +1.5% | +4.1% | -2.5% | +0.1% |
| 3M | +14.2% | -10.3% | +24.5% | +17.2% |
| 6M | +97.4% | +1.7% | +95.7% | +94.6% |
| YTD | +37.3% | -29.1% | +66.4% | +49.7% |
| 1Y | +36.8% | -26.0% | +62.8% | +47.0% |
| 3Y | -15.2% | -21.5% | +6.2% | -10.4% |
| 5Y | -59.2% | -35.0% | -24.1% | -55.7% |
| All | +8.5% | -29.2% | +37.7% | +16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling