+758.8%
MCO vs AVAV
+478.6%
+280.2%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.8% |
| 7D | -4.2% | -2.2% | -1.9% | -3.8% |
| 30D | +2.2% | -13.9% | +16.1% | +4.6% |
| 3M | +10.1% | -29.2% | +39.3% | +15.3% |
| 6M | +5.3% | -36.1% | +41.4% | +11.2% |
| YTD | -2.7% | -40.2% | +37.5% | +2.2% |
| 1Y | -0.4% | -36.2% | +35.8% | +2.1% |
| 3Y | +49.0% | +47.5% | +1.5% | +20.8% |
| 5Y | +33.6% | +39.3% | -5.6% | +4.6% |
| 10Y | +395.3% | +482.6% | -87.2% | +147.8% |
| All | +758.8% | +478.6% | +280.2% | +242.4% |
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 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