+942.1%
MDB vs AVAV
+128.9%
+813.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -0.9% |
| 7D | +6.8% | +4.2% | +2.6% | +5.5% |
| 30D | -6.2% | -2.6% | -3.6% | -5.8% |
| 3M | -29.2% | -38.0% | +8.7% | -20.2% |
| 6M | +10.3% | -27.0% | +37.3% | +17.5% |
| YTD | -20.4% | -51.4% | +31.0% | -9.7% |
| 1Y | -4.8% | -60.2% | +55.4% | +13.3% |
| 3Y | -11.6% | -6.7% | -4.9% | -24.0% |
| 5Y | -41.0% | +28.3% | -69.4% | -55.9% |
| All | +942.1% | +128.9% | +813.2% | +577.4% |
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