+211.7%
MCD vs AVAV
+361.4%
-149.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.5% | -11.0% | -1.1% |
| 7D | +7.1% | -10.6% | +17.7% | +7.6% |
| 30D | +19.8% | -18.8% | +38.6% | +20.9% |
| 3M | +0.8% | -34.1% | +34.9% | +2.8% |
| 6M | -1.3% | -35.3% | +34.0% | +0.2% |
| YTD | -7.8% | -53.4% | +45.6% | -5.3% |
| 1Y | -5.0% | -65.6% | +60.7% | -0.8% |
| 3Y | +10.5% | -5.1% | +15.6% | +4.6% |
| 5Y | +22.0% | +18.5% | +3.5% | +10.8% |
| All | +211.7% | +361.4% | -149.7% | +140.1% |
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