+427.0%
MCK vs AVAV
+519.3%
-92.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -2.9% | +1.4% | -4.3% | -3.0% |
| 30D | +0.4% | -24.3% | +24.7% | +2.4% |
| 3M | +12.1% | -20.1% | +32.2% | +13.3% |
| 6M | -5.4% | -29.4% | +23.9% | -4.0% |
| YTD | +7.8% | -39.3% | +47.1% | +9.7% |
| 1Y | +22.9% | -39.3% | +62.3% | +24.2% |
| 3Y | +110.7% | +29.5% | +81.3% | +90.8% |
| 5Y | +346.2% | +56.3% | +289.9% | +281.3% |
| All | +427.0% | +519.3% | -92.3% | +221.0% |
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 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