+660.3%
MCHP vs AVAV
+478.6%
+181.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.2% | +1.8% |
| 7D | +1.7% | -2.2% | +3.9% | +2.2% |
| 30D | -4.1% | -13.9% | +9.8% | -1.1% |
| 3M | -22.5% | -29.2% | +6.7% | -17.9% |
| 6M | +7.3% | -36.1% | +43.4% | +14.7% |
| YTD | +18.4% | -40.2% | +58.6% | +25.3% |
| 1Y | +18.1% | -36.2% | +54.3% | +22.1% |
| 3Y | -2.8% | +47.5% | -50.3% | -20.6% |
| 5Y | +5.5% | +39.3% | -33.8% | -16.6% |
| 10Y | +185.8% | +482.6% | -296.7% | +61.0% |
| All | +660.3% | +478.6% | +181.7% | +274.0% |
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