+196.5%
MCD vs AVAV
+339.7%
-143.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -2.6% |
| 7D | -1.9% | +9.9% | -11.8% | -2.5% |
| 30D | +16.6% | -5.4% | +22.0% | +16.8% |
| 3M | +0.9% | -36.5% | +37.5% | +3.2% |
| 6M | +1.5% | -25.3% | +26.7% | +2.2% |
| YTD | -8.3% | -48.6% | +40.2% | -6.4% |
| 1Y | -8.1% | -62.1% | +53.9% | -4.6% |
| 3Y | +10.3% | +2.3% | +8.0% | +4.0% |
| 5Y | +23.4% | +35.4% | -12.0% | +11.2% |
| All | +196.5% | +339.7% | -143.2% | +130.3% |
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