+371.2%
AVAV vs MKC
+284.9%
+86.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -3.3% | +13.8% | +11.5% |
| 7D | -10.6% | +2.3% | -12.9% | -11.6% |
| 30D | -18.8% | +8.1% | -26.9% | -21.2% |
| 3M | -34.1% | -6.4% | -27.7% | -33.2% |
| 6M | -35.3% | +1.8% | -37.1% | -36.6% |
| YTD | -53.4% | -26.9% | -26.5% | -49.5% |
| 1Y | -65.6% | -21.7% | -43.9% | -63.8% |
| 3Y | -5.1% | -18.7% | +13.7% | -5.0% |
| 5Y | +18.5% | -32.8% | +51.3% | +24.2% |
| 10Y | +369.8% | +27.0% | +342.9% | +238.1% |
| All | +371.2% | +284.9% | +86.3% | +77.6% |
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