+205.5%
MDT vs AVAV
+351.0%
-145.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +10.5% | -13.4% | -4.0% |
| 7D | +5.4% | -10.6% | +16.0% | +6.5% |
| 30D | +19.1% | -18.8% | +37.8% | +21.3% |
| 3M | +19.5% | -34.1% | +53.6% | +24.3% |
| 6M | +33.5% | -35.3% | +68.8% | +37.6% |
| YTD | +8.7% | -53.4% | +62.1% | +14.4% |
| 1Y | +16.8% | -65.6% | +82.4% | +27.1% |
| 3Y | +53.0% | -5.1% | +58.0% | +39.8% |
| 5Y | -2.9% | +18.5% | -21.4% | -16.9% |
| 10Y | +61.4% | +369.8% | -308.4% | +5.1% |
| All | +205.5% | +351.0% | -145.5% | +81.9% |
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