+19.6%
AVAV vs MKC
-32.7%
+52.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -3.3% | +13.8% | +10.4% |
| 7D | -10.6% | +2.3% | -12.9% | -10.6% |
| 30D | -18.8% | +8.1% | -26.9% | -18.9% |
| 3M | -34.1% | -6.4% | -27.7% | -34.0% |
| 6M | -35.3% | +1.8% | -37.1% | -35.4% |
| YTD | -53.4% | -26.9% | -26.5% | -53.0% |
| 1Y | -65.6% | -21.7% | -43.9% | -65.6% |
| 3Y | -5.1% | -18.7% | +13.7% | -7.2% |
| All | +19.6% | -32.7% | +52.3% | -30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling