+407.6%
MMM vs AVAV
+308.3%
+99.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -9.8% | +6.7% | -1.9% |
| 7D | +5.9% | -24.3% | +30.2% | +9.5% |
| 30D | +14.7% | -28.9% | +43.6% | +19.5% |
| 3M | +3.6% | -39.3% | +42.8% | +9.7% |
| 6M | +32.7% | -38.8% | +71.5% | +38.5% |
| YTD | +18.9% | -57.8% | +76.7% | +28.4% |
| 1Y | +16.4% | -70.9% | +87.3% | +31.7% |
| 3Y | +159.8% | -14.8% | +174.6% | +141.8% |
| 5Y | +47.2% | +7.3% | +39.9% | +27.4% |
| 10Y | +86.5% | +325.3% | -238.9% | +20.3% |
| All | +407.6% | +308.3% | +99.3% | +194.7% |
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