+133.4%
MCHP vs AVAV
+358.8%
-225.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.8% | -1.3% |
| 7D | -22.6% | 0.0% | -22.5% | -22.7% |
| 30D | -20.1% | -9.9% | -10.2% | -18.5% |
| 3M | -25.4% | -34.7% | +9.3% | -18.7% |
| 6M | -38.4% | -26.6% | -11.8% | -35.8% |
| YTD | -3.7% | -48.9% | +45.2% | +5.1% |
| 1Y | +11.7% | -63.0% | +74.7% | +31.4% |
| 3Y | -16.1% | +1.6% | -17.7% | -28.0% |
| 5Y | -16.9% | +34.5% | -51.4% | -37.4% |
| 10Y | +133.4% | +359.3% | -225.9% | +36.2% |
| All | +133.4% | +358.8% | -225.4% | +36.2% |
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