+0.5%
MCHP vs AVAV
+31.0%
-30.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -3.9% | -1.6% |
| 7D | +2.8% | +3.2% | -0.4% | +2.2% |
| 30D | -12.8% | -20.3% | +7.5% | -9.5% |
| 3M | -19.2% | -19.4% | +0.2% | -17.0% |
| 6M | +14.5% | -35.3% | +49.8% | +21.0% |
| YTD | +17.1% | -38.5% | +55.6% | +21.6% |
| 1Y | +15.3% | -37.2% | +52.5% | +18.2% |
| 3Y | +0.5% | +31.1% | -30.6% | -8.9% |
| All | +0.5% | +31.0% | -30.5% | -8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling