+334.6%
MDLZ vs AVAV
+478.6%
-144.0%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.5% | -0.1% |
| 7D | -1.7% | -2.2% | +0.5% | -1.6% |
| 30D | -2.1% | -13.9% | +11.8% | -1.1% |
| 3M | +1.3% | -29.2% | +30.5% | +3.3% |
| 6M | +6.2% | -36.1% | +42.3% | +8.6% |
| YTD | +15.8% | -40.2% | +56.0% | +18.0% |
| 1Y | +4.1% | -36.2% | +40.3% | +4.9% |
| 3Y | -4.1% | +47.5% | -51.6% | -13.6% |
| 5Y | +13.4% | +39.3% | -25.9% | +0.2% |
| 10Y | +75.7% | +482.6% | -406.8% | +24.5% |
| All | +334.6% | +478.6% | -144.0% | +172.0% |
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