+643.0%
MCK vs AVTR
+0.6%
+642.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.1% |
| 7D | -2.9% | -1.1% | -1.8% | -2.8% |
| 30D | +0.4% | +6.3% | -5.9% | -0.2% |
| 3M | +12.1% | +53.3% | -41.2% | +7.4% |
| 6M | -5.4% | +78.6% | -84.1% | -11.0% |
| YTD | +7.8% | +29.2% | -21.4% | +4.6% |
| 1Y | +22.9% | +13.8% | +9.1% | +19.9% |
| 3Y | +110.7% | -27.4% | +138.2% | +112.7% |
| 5Y | +346.2% | -65.0% | +411.2% | +412.3% |
| All | +643.0% | +0.6% | +642.4% | +549.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling