-5.9%
MDB vs AVAV
-5.8%
-0.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +10.5% | -7.8% | +0.6% |
| 7D | -11.4% | -10.6% | -0.8% | -9.5% |
| 30D | -13.8% | -18.8% | +5.0% | -10.4% |
| 3M | -15.5% | -34.1% | +18.7% | -8.5% |
| 6M | +17.9% | -35.3% | +53.3% | +26.9% |
| YTD | -25.5% | -53.4% | +27.9% | -17.5% |
| 1Y | -12.1% | -65.6% | +53.6% | +2.4% |
| 3Y | -5.9% | -5.1% | -0.8% | -15.7% |
| All | -5.9% | -5.8% | -0.1% | -15.7% |
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 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