+39.4%
MCO vs AVAV
+35.3%
+4.1%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | -2.5% | +9.9% | -12.4% | -3.7% |
| 30D | +9.4% | -5.4% | +14.8% | +9.7% |
| 3M | +8.3% | -36.5% | +44.8% | +13.2% |
| 6M | +15.4% | -25.3% | +40.6% | +16.9% |
| YTD | +1.5% | -48.6% | +50.0% | +6.3% |
| 1Y | +5.4% | -62.1% | +67.4% | +14.4% |
| 3Y | +53.1% | +2.3% | +50.8% | +36.5% |
| 5Y | +39.4% | +35.4% | +4.0% | +11.3% |
| All | +39.4% | +35.3% | +4.1% | +11.3% |
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