+157.1%
MMM vs AVAV
-5.8%
+162.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.5% | -11.9% | -2.0% |
| 7D | +6.2% | -10.6% | +16.8% | +6.8% |
| 30D | +14.2% | -18.8% | +33.0% | +15.5% |
| 3M | +2.9% | -34.1% | +37.0% | +5.4% |
| 6M | +27.6% | -35.3% | +62.9% | +30.0% |
| YTD | +17.3% | -53.4% | +70.7% | +22.0% |
| 1Y | +15.1% | -65.6% | +80.7% | +22.6% |
| 3Y | +157.1% | -5.1% | +162.2% | +136.3% |
| All | +157.1% | -5.8% | +162.9% | +136.3% |
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