+380.3%
MCO vs AVAV
+519.3%
-139.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.9% | +1.7% |
| 7D | -3.8% | +1.4% | -5.2% | -4.0% |
| 30D | -0.4% | -24.3% | +23.9% | +3.3% |
| 3M | +7.7% | -20.1% | +27.9% | +9.9% |
| 6M | +7.0% | -29.4% | +36.4% | +10.1% |
| YTD | -6.4% | -39.3% | +32.9% | -2.8% |
| 1Y | -7.6% | -39.3% | +31.7% | -5.0% |
| 3Y | +43.2% | +29.5% | +13.8% | +23.7% |
| 5Y | +29.6% | +56.3% | -26.8% | +4.3% |
| All | +380.3% | +519.3% | -139.0% | +190.4% |
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