+518.5%
MCHP vs AVAV
+394.0%
+124.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -18.6% |
| 3M | -25.4% | -34.7% | +9.3% | -19.2% |
| 6M | -38.4% | -26.6% | -11.8% | -36.0% |
| YTD | -3.7% | -48.9% | +45.2% | +4.7% |
| 1Y | +11.7% | -63.0% | +74.7% | +29.8% |
| 3Y | -16.1% | +1.6% | -17.7% | -25.7% |
| 5Y | -16.9% | +34.5% | -51.4% | -34.1% |
| 10Y | +133.4% | +359.3% | -225.9% | +37.2% |
| All | +518.5% | +394.0% | +124.5% | +212.5% |
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 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