+39.1%
MDT vs AVAV
+516.1%
-477.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.9% | -4.7% | -2.1% |
| 7D | +0.4% | +3.2% | -2.8% | +0.1% |
| 30D | +6.0% | -20.3% | +26.3% | +8.0% |
| 3M | +15.5% | -19.4% | +35.0% | +17.0% |
| 6M | +3.4% | -35.3% | +38.7% | +6.2% |
| YTD | -2.2% | -38.5% | +36.3% | -0.3% |
| 1Y | +2.6% | -37.2% | +39.8% | +3.6% |
| 3Y | +27.5% | +31.1% | -3.6% | +14.0% |
| 5Y | -20.1% | +41.0% | -61.1% | -31.2% |
| 10Y | +39.1% | +508.8% | -469.7% | +4.1% |
| All | +39.1% | +516.1% | -477.0% | +4.1% |
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 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