-17.3%
MCHP vs AVAV
+34.3%
-51.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +12.6% | -7.2% | +3.0% |
| 7D | -19.2% | +3.2% | -22.3% | -19.8% |
| 30D | -18.6% | -7.4% | -11.2% | -17.6% |
| 3M | -26.9% | -32.0% | +5.1% | -22.1% |
| 6M | -37.2% | -24.6% | -12.7% | -35.3% |
| YTD | -1.8% | -47.5% | +45.7% | +5.0% |
| 1Y | +12.1% | -61.5% | +73.6% | +27.7% |
| 3Y | -10.0% | +5.5% | -15.5% | -21.7% |
| 5Y | -17.3% | +35.7% | -53.0% | -39.4% |
| All | -17.3% | +34.3% | -51.6% | -39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling