+213.3%
MCD vs AVAV
+358.8%
-145.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +0.4% |
| 7D | +7.3% | 0.0% | +7.3% | +7.1% |
| 30D | +20.0% | -9.9% | +29.9% | +20.4% |
| 3M | +3.8% | -34.7% | +38.5% | +5.9% |
| 6M | +3.8% | -26.6% | +30.4% | +4.6% |
| YTD | -5.9% | -48.9% | +43.1% | -3.9% |
| 1Y | -3.2% | -63.0% | +59.8% | +0.6% |
| 3Y | +13.3% | +1.6% | +11.7% | +6.8% |
| 5Y | +25.2% | +34.5% | -9.2% | +12.8% |
| 10Y | +213.3% | +359.3% | -145.9% | +142.0% |
| All | +213.3% | +358.8% | -145.4% | +142.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 10y: compounded portfolio wealth divided by compounded AVAV 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…
10y analysis · Full analysis span regression · 6 months rolling