+959.5%
MDB vs AVAV
+135.4%
+824.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +1.2% |
| 7D | +11.6% | +18.4% | -6.8% | +6.5% |
| 30D | -8.9% | -4.9% | -4.0% | -8.0% |
| 3M | -22.4% | -37.7% | +15.3% | -12.7% |
| 6M | +10.1% | -28.4% | +38.5% | +17.8% |
| YTD | -19.0% | -50.0% | +31.0% | -8.8% |
| 1Y | -7.0% | -62.6% | +55.6% | +12.6% |
| 3Y | -9.8% | -0.6% | -9.2% | -23.9% |
| 5Y | -40.1% | +31.9% | -72.0% | -55.5% |
| All | +959.5% | +135.4% | +824.1% | +583.7% |
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 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