+29.4%
MMM vs AVAV
+39.7%
-10.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.3% |
| 7D | -3.3% | -2.2% | -1.1% | -3.1% |
| 30D | -7.0% | -13.9% | +6.9% | -6.0% |
| 3M | +10.8% | -29.2% | +40.1% | +13.3% |
| 6M | +5.8% | -36.1% | +41.9% | +8.6% |
| YTD | +6.8% | -40.2% | +47.0% | +9.6% |
| 1Y | +10.4% | -36.2% | +46.6% | +11.9% |
| 3Y | +104.7% | +47.5% | +57.2% | +84.4% |
| All | +29.4% | +39.7% | -10.3% | +17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling