-39.0%
AVAV vs MKC
-24.0%
-15.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.6% | -5.5% |
| 7D | -3.2% | -4.3% | +1.2% | -4.0% |
| 30D | -25.6% | -3.1% | -22.5% | -25.9% |
| 3M | -20.2% | +6.8% | -27.1% | -18.8% |
| 6M | -38.1% | -18.3% | -19.7% | -42.4% |
| YTD | -41.8% | -23.1% | -18.7% | -48.1% |
| 1Y | -39.0% | -23.7% | -15.4% | -43.4% |
| All | -39.0% | -24.0% | -15.1% | -43.4% |
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