-7.8%
MP vs AVAV
+7.1%
-14.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -9.8% | +3.8% | -3.2% |
| 7D | -19.0% | -24.3% | +5.3% | -12.2% |
| 30D | -30.5% | -28.9% | -1.6% | -23.3% |
| 3M | -29.6% | -39.3% | +9.7% | -19.0% |
| 6M | -50.4% | -38.8% | -11.7% | -44.1% |
| YTD | -33.2% | -57.8% | +24.6% | -18.2% |
| 1Y | -38.6% | -70.9% | +32.3% | -17.4% |
| 3Y | +105.5% | -14.8% | +120.3% | +97.3% |
| 5Y | -7.8% | +7.3% | -15.1% | -9.8% |
| All | -7.8% | +7.1% | -14.9% | -9.8% |
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