-10.4%
MDB vs AVAV
+2.7%
-13.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +12.6% | -7.9% | +2.1% |
| 7D | -0.9% | +3.2% | -4.1% | -1.8% |
| 30D | -15.2% | -7.4% | -7.8% | -14.1% |
| 3M | -17.9% | -32.0% | +14.1% | -12.2% |
| 6M | +9.3% | -24.6% | +33.9% | +14.2% |
| YTD | -22.0% | -47.5% | +25.5% | -15.8% |
| 1Y | -9.3% | -61.5% | +52.2% | +2.9% |
| 3Y | -10.4% | +5.5% | -15.9% | -21.3% |
| All | -10.4% | +2.7% | -13.1% | -21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling