+345.8%
MCK vs AVAV
+58.4%
+287.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.5% | -5.7% | -1.3% |
| 7D | -4.4% | -0.1% | -4.3% | -4.4% |
| 30D | -2.2% | -25.0% | +22.8% | -1.8% |
| 3M | +11.6% | -15.0% | +26.5% | +11.7% |
| 6M | -4.9% | -33.6% | +28.7% | -4.5% |
| YTD | +7.7% | -39.2% | +46.9% | +8.2% |
| 1Y | +25.2% | -40.5% | +65.7% | +25.4% |
| 3Y | +112.1% | +29.6% | +82.5% | +106.1% |
| 5Y | +345.8% | +56.7% | +289.1% | +335.1% |
| All | +345.8% | +58.4% | +287.4% | +335.1% |
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