+193.4%
MCD vs AVAV
+315.4%
-122.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | -0.5% |
| 7D | -1.6% | +4.2% | -5.9% | -1.9% |
| 30D | +14.1% | -2.6% | +16.7% | +14.1% |
| 3M | +0.6% | -38.0% | +38.6% | +2.9% |
| 6M | 0.0% | -27.0% | +27.0% | +0.9% |
| YTD | -9.3% | -51.4% | +42.1% | -7.1% |
| 1Y | -9.3% | -60.2% | +50.9% | -6.1% |
| 3Y | +8.6% | -6.7% | +15.3% | +3.0% |
| 5Y | +21.9% | +28.3% | -6.4% | +10.1% |
| All | +193.4% | +315.4% | -122.0% | +128.6% |
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