+254.1%
MP vs AVAV
+66.3%
+187.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +10.5% | -5.5% | +1.8% |
| 7D | -10.5% | -10.6% | +0.1% | -7.5% |
| 30D | -23.5% | -18.8% | -4.7% | -18.6% |
| 3M | -25.4% | -34.1% | +8.7% | -15.8% |
| 6M | -51.3% | -35.3% | -15.9% | -45.7% |
| YTD | -29.9% | -53.4% | +23.5% | -15.9% |
| 1Y | -31.8% | -65.6% | +33.8% | -11.0% |
| 3Y | +127.0% | -5.1% | +132.1% | +105.1% |
| 5Y | -3.3% | +18.5% | -21.8% | -23.7% |
| All | +254.1% | +66.3% | +187.8% | +163.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling