+136.1%
MCHP vs AVAV
+327.1%
-191.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.6% |
| 7D | -4.3% | +18.4% | -22.6% | -8.2% |
| 30D | -16.3% | -4.9% | -11.3% | -15.6% |
| 3M | -21.4% | -37.7% | +16.3% | -13.4% |
| 6M | -35.8% | -28.4% | -7.3% | -32.6% |
| YTD | -0.9% | -50.0% | +49.1% | +8.7% |
| 1Y | +14.5% | -62.6% | +77.1% | +34.3% |
| 3Y | -13.7% | -0.6% | -13.1% | -25.5% |
| 5Y | -16.9% | +31.9% | -48.9% | -37.1% |
| All | +136.1% | +327.1% | -191.1% | +39.5% |
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