-15.4%
MDLN vs AVAV
-36.7%
+21.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.9% | -8.0% | -5.4% |
| 7D | -1.2% | +3.2% | -4.4% | -1.4% |
| 30D | -1.5% | -20.3% | +18.8% | +0.2% |
| 3M | +2.6% | -19.4% | +22.1% | +3.9% |
| 6M | -20.9% | -35.3% | +14.4% | -19.2% |
| YTD | -17.4% | -38.5% | +21.1% | -14.4% |
| All | -15.4% | -36.7% | +21.3% | -12.2% |
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