+430.5%
AVAV vs MKC
+280.8%
+149.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -1.1% | +13.7% | +12.9% |
| 7D | +3.2% | -1.9% | +5.1% | +3.4% |
| 30D | -7.4% | +8.0% | -15.4% | -10.1% |
| 3M | -32.0% | -8.6% | -23.4% | -30.7% |
| 6M | -24.6% | +1.1% | -25.6% | -25.9% |
| YTD | -47.5% | -27.7% | -19.8% | -43.0% |
| 1Y | -61.5% | -23.7% | -37.8% | -59.1% |
| 3Y | +5.5% | -19.4% | +24.9% | +5.7% |
| 5Y | +35.7% | -33.3% | +69.1% | +42.5% |
| 10Y | +379.1% | +24.0% | +355.1% | +248.5% |
| All | +430.5% | +280.8% | +149.7% | +100.6% |
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