+339.0%
MCK vs AVTR
-64.6%
+403.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.1% |
| 7D | -2.9% | -1.1% | -1.8% | -2.9% |
| 30D | +0.4% | +6.3% | -5.9% | +0.4% |
| 3M | +12.1% | +53.3% | -41.2% | +11.9% |
| 6M | -5.4% | +78.6% | -84.1% | -5.7% |
| YTD | +7.8% | +29.2% | -21.4% | +7.8% |
| 1Y | +22.9% | +13.8% | +9.1% | +23.0% |
| 3Y | +110.7% | -27.4% | +138.2% | +112.6% |
| All | +339.0% | -64.6% | +403.6% | +388.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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