+180.3%
MDT vs AVAV
+478.6%
-298.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.9% | +1.3% |
| 7D | +3.2% | -2.2% | +5.4% | +3.5% |
| 30D | +9.5% | -13.9% | +23.4% | +11.2% |
| 3M | +16.0% | -29.2% | +45.2% | +19.4% |
| 6M | +0.2% | -36.1% | +36.3% | +3.7% |
| YTD | -0.3% | -40.2% | +39.9% | +2.6% |
| 1Y | +4.7% | -36.2% | +40.9% | +5.9% |
| 3Y | +26.5% | +47.5% | -21.0% | +9.7% |
| 5Y | -18.2% | +39.3% | -57.5% | -30.8% |
| 10Y | +40.0% | +482.6% | -442.5% | -10.5% |
| All | +180.3% | +478.6% | -298.3% | +63.1% |
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 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