+80.3%
MMM vs AVAV
+361.4%
-281.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.5% | -11.9% | -2.5% |
| 7D | +6.2% | -10.6% | +16.8% | +7.2% |
| 30D | +14.2% | -18.8% | +33.0% | +16.4% |
| 3M | +2.9% | -34.1% | +37.0% | +7.0% |
| 6M | +27.6% | -35.3% | +62.9% | +31.4% |
| YTD | +17.3% | -53.4% | +70.7% | +23.8% |
| 1Y | +15.1% | -65.6% | +80.7% | +25.7% |
| 3Y | +157.1% | -5.1% | +162.2% | +136.8% |
| 5Y | +45.1% | +18.5% | +26.6% | +25.6% |
| All | +80.3% | +361.4% | -281.0% | +33.4% |
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