+355.7%
MMM vs AVAV
+478.6%
-122.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.4% |
| 7D | -3.3% | -2.2% | -1.1% | -3.0% |
| 30D | -7.0% | -13.9% | +6.9% | -5.4% |
| 3M | +10.8% | -29.2% | +40.1% | +14.7% |
| 6M | +5.8% | -36.1% | +41.9% | +10.0% |
| YTD | +6.8% | -40.2% | +47.0% | +10.7% |
| 1Y | +10.4% | -36.2% | +46.6% | +12.4% |
| 3Y | +104.7% | +47.5% | +57.2% | +77.0% |
| 5Y | +23.6% | +39.3% | -15.7% | +4.0% |
| 10Y | +54.1% | +482.6% | -428.4% | -4.0% |
| All | +355.7% | +478.6% | -122.9% | +154.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling