+1,796.4%
MCK vs AVAV
+495.1%
+1,301.2%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.9% | -4.9% | -2.4% |
| 7D | -1.9% | +3.2% | -5.1% | -2.3% |
| 30D | +2.4% | -20.3% | +22.7% | +4.6% |
| 3M | +16.1% | -19.4% | +35.5% | +17.7% |
| 6M | -3.1% | -35.3% | +32.2% | -0.2% |
| YTD | +8.7% | -38.5% | +47.2% | +11.2% |
| 1Y | +28.1% | -37.2% | +65.3% | +29.6% |
| 3Y | +114.1% | +31.1% | +83.0% | +91.1% |
| 5Y | +342.5% | +41.0% | +301.5% | +276.7% |
| 10Y | +424.1% | +508.8% | -84.6% | +237.7% |
| All | +1,796.4% | +495.1% | +1,301.2% | +990.5% |
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