+21.6%
MCD vs AVAV
+39.7%
-18.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.5% |
| 7D | -2.8% | -2.2% | -0.6% | -2.8% |
| 30D | -6.0% | -13.9% | +7.9% | -5.8% |
| 3M | -5.6% | -29.2% | +23.7% | -5.3% |
| 6M | -21.9% | -36.1% | +14.3% | -21.5% |
| YTD | -14.7% | -40.2% | +25.5% | -14.3% |
| 1Y | -17.3% | -36.2% | +18.9% | -17.2% |
| 3Y | -2.2% | +47.5% | -49.7% | -6.0% |
| All | +21.6% | +39.7% | -18.0% | +18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling