+508.8%
AVAV vs MKC
+26.1%
+482.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +2.9% |
| 7D | +3.2% | -4.3% | +7.5% | +4.0% |
| 30D | -20.3% | -2.0% | -18.3% | -20.1% |
| 3M | -19.4% | +10.0% | -29.4% | -21.1% |
| 6M | -35.3% | -18.5% | -16.7% | -32.8% |
| YTD | -38.5% | -22.4% | -16.1% | -35.9% |
| 1Y | -37.2% | -23.6% | -13.6% | -34.5% |
| 3Y | +31.1% | -30.4% | +61.5% | +37.8% |
| 5Y | +41.0% | -34.2% | +75.2% | +47.8% |
| 10Y | +508.8% | +26.8% | +481.9% | +432.5% |
| All | +508.8% | +26.1% | +482.7% | +432.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling