+504.5%
AVAV vs MKC
+309.9%
+194.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.8% | -1.4% |
| 7D | -2.2% | -5.9% | +3.6% | -0.3% |
| 30D | -13.9% | -0.9% | -13.1% | -13.8% |
| 3M | -29.2% | +12.7% | -42.0% | -32.3% |
| 6M | -36.1% | -19.3% | -16.8% | -32.0% |
| YTD | -40.2% | -22.2% | -18.0% | -36.1% |
| 1Y | -36.2% | -23.3% | -12.9% | -31.9% |
| 3Y | +47.5% | -30.0% | +77.5% | +58.7% |
| 5Y | +39.3% | -33.8% | +73.0% | +49.4% |
| 10Y | +482.6% | +24.4% | +458.1% | +332.7% |
| All | +504.5% | +309.9% | +194.6% | +124.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling