+784.3%
MCO vs AVAV
+370.1%
+414.2%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.1% | +0.8% |
| 7D | +0.5% | +4.2% | -3.7% | -0.4% |
| 30D | +9.8% | -2.6% | +12.4% | +9.6% |
| 3M | +4.3% | -38.0% | +42.2% | +12.3% |
| 6M | +16.5% | -27.0% | +43.5% | +19.3% |
| YTD | +0.1% | -51.4% | +51.6% | +8.3% |
| 1Y | +4.4% | -60.2% | +64.7% | +16.9% |
| 3Y | +51.6% | -6.7% | +58.2% | +34.1% |
| 5Y | +36.7% | +28.3% | +8.4% | +7.4% |
| 10Y | +455.7% | +320.5% | +135.2% | +195.0% |
| All | +784.3% | +370.1% | +414.2% | +262.7% |
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