-69.0%
AVAV vs MKC
-18.2%
-50.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +5.4% | -13.8% | -7.3% |
| 7D | -10.1% | +9.6% | -19.7% | -8.5% |
| 30D | -18.7% | +12.0% | -30.7% | -17.0% |
| 3M | -33.0% | -2.0% | -31.0% | -33.0% |
| 6M | -37.2% | +7.2% | -44.4% | -36.0% |
| YTD | -53.2% | -23.7% | -29.4% | -58.3% |
| 1Y | -69.0% | -18.3% | -50.7% | -71.4% |
| All | -69.0% | -18.2% | -50.8% | -71.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling