+378.1%
MDLZ vs AVAV
+308.3%
+69.8%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.8% | +9.0% | -0.1% |
| 7D | +6.9% | -24.3% | +31.2% | +8.9% |
| 30D | +12.1% | -28.9% | +41.0% | +14.6% |
| 3M | +7.7% | -39.3% | +46.9% | +11.2% |
| 6M | +10.8% | -38.8% | +49.5% | +13.4% |
| YTD | +27.4% | -57.8% | +85.2% | +32.8% |
| 1Y | +23.5% | -70.9% | +94.4% | +32.6% |
| 3Y | +6.2% | -14.8% | +21.0% | +0.1% |
| 5Y | +22.9% | +7.3% | +15.6% | +10.1% |
| 10Y | +99.6% | +325.3% | -225.7% | +44.0% |
| All | +378.1% | +308.3% | +69.8% | +206.0% |
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