-17.0%
MDLN vs AVAV
-40.1%
+23.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.4% | +3.5% | -1.4% |
| 7D | -6.2% | -3.2% | -3.0% | -6.0% |
| 30D | +0.7% | -25.6% | +26.3% | +3.0% |
| 3M | -5.4% | -20.2% | +14.8% | -4.1% |
| 6M | -21.6% | -38.1% | +16.5% | -19.6% |
| YTD | -18.9% | -41.8% | +22.9% | -15.6% |
| All | -17.0% | -40.1% | +23.1% | -13.5% |
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