+167.2%
MMM vs AVAV
+2.7%
+164.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +12.6% | -10.7% | +1.1% |
| 7D | +5.8% | +3.2% | +2.6% | +5.4% |
| 30D | +17.9% | -7.4% | +25.3% | +18.3% |
| 3M | +3.6% | -32.0% | +35.6% | +6.0% |
| 6M | +32.9% | -24.6% | +57.5% | +34.0% |
| YTD | +19.5% | -47.5% | +67.0% | +23.4% |
| 1Y | +16.5% | -61.5% | +78.0% | +23.3% |
| 3Y | +167.2% | +5.5% | +161.7% | +146.9% |
| All | +167.2% | +2.7% | +164.4% | +146.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling