+883.5%
MCD vs AVAV
+478.6%
+404.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.4% |
| 7D | -2.8% | -2.2% | -0.6% | -2.7% |
| 30D | -6.0% | -13.9% | +7.9% | -5.1% |
| 3M | -5.6% | -29.2% | +23.7% | -3.6% |
| 6M | -21.9% | -36.1% | +14.3% | -20.0% |
| YTD | -14.7% | -40.2% | +25.5% | -12.9% |
| 1Y | -17.3% | -36.2% | +18.9% | -16.5% |
| 3Y | -2.2% | +47.5% | -49.7% | -11.4% |
| 5Y | +20.3% | +39.3% | -19.0% | +6.8% |
| 10Y | +180.7% | +482.6% | -301.9% | +101.0% |
| All | +883.5% | +478.6% | +404.9% | +534.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling