+3.2%
AVTR vs MKC
-22.3%
+25.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -1.2% |
| 7D | +2.7% | -5.9% | +8.5% | +4.5% |
| 30D | +12.1% | -0.9% | +12.9% | +12.2% |
| 3M | +57.2% | +12.7% | +44.5% | +51.1% |
| 6M | +73.1% | -19.3% | +92.4% | +83.3% |
| YTD | +30.6% | -22.2% | +52.8% | +39.2% |
| 1Y | +13.5% | -23.3% | +36.8% | +21.7% |
| 3Y | -31.0% | -30.0% | -1.0% | -24.4% |
| 5Y | -63.2% | -33.8% | -29.5% | -60.0% |
| All | +3.2% | -22.3% | +25.5% | +8.1% |
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