+76.3%
MMM vs AVAV
+315.4%
-239.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.8% | -0.7% |
| 7D | -0.4% | +4.2% | -4.6% | -0.9% |
| 30D | +12.1% | -2.6% | +14.7% | +12.1% |
| 3M | +1.4% | -38.0% | +39.4% | +6.2% |
| 6M | +26.6% | -27.0% | +53.6% | +28.6% |
| YTD | +16.8% | -51.4% | +68.2% | +22.8% |
| 1Y | +10.1% | -60.2% | +70.3% | +18.2% |
| 3Y | +158.4% | -6.7% | +165.1% | +138.6% |
| 5Y | +43.1% | +28.3% | +14.8% | +22.4% |
| All | +76.3% | +315.4% | -239.1% | +27.5% |
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