+969.5%
MCD vs AVAV
+308.3%
+661.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.8% | +9.1% | 0.0% |
| 7D | +8.0% | -24.3% | +32.3% | +10.2% |
| 30D | +19.6% | -28.9% | +48.5% | +22.5% |
| 3M | +2.2% | -39.3% | +41.5% | +5.7% |
| 6M | -1.1% | -38.8% | +37.6% | +1.4% |
| YTD | -7.2% | -57.8% | +50.6% | -3.0% |
| 1Y | -6.7% | -70.9% | +64.2% | +0.3% |
| 3Y | +11.6% | -14.8% | +26.4% | +5.8% |
| 5Y | +22.6% | +7.3% | +15.3% | +10.6% |
| 10Y | +218.4% | +325.3% | -106.9% | +132.8% |
| All | +969.5% | +308.3% | +661.2% | +606.3% |
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