+849.8%
MDB vs AVAV
+98.8%
+750.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -9.8% | +2.6% | -4.7% |
| 7D | -20.9% | -24.3% | +3.4% | -14.9% |
| 30D | -15.6% | -28.9% | +13.3% | -7.8% |
| 3M | -19.1% | -39.3% | +20.2% | -7.9% |
| 6M | +14.2% | -38.8% | +53.0% | +27.5% |
| YTD | -27.4% | -57.8% | +30.4% | -14.4% |
| 1Y | -13.0% | -70.9% | +57.8% | +12.7% |
| 3Y | -11.2% | -14.8% | +3.6% | -21.8% |
| 5Y | -45.2% | +7.3% | -52.5% | -56.9% |
| All | +849.8% | +98.8% | +750.9% | +542.1% |
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