-6.7%
AVAV vs MKC
-21.4%
+14.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -3.9% | -2.6% |
| 7D | +4.2% | -3.0% | +7.2% | +3.8% |
| 30D | -2.6% | +4.8% | -7.4% | -2.1% |
| 3M | -38.0% | -12.8% | -25.1% | -38.7% |
| 6M | -27.0% | +5.0% | -32.0% | -26.5% |
| YTD | -51.4% | -29.1% | -22.4% | -53.0% |
| 1Y | -60.2% | -26.4% | -33.8% | -61.4% |
| 3Y | -6.7% | -21.6% | +15.0% | -7.9% |
| All | -6.7% | -21.4% | +14.8% | -7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling