+117.2%
MPC vs AVAV
-68.0%
+185.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -8.3% | +0.2% | -8.1% |
| 7D | -10.9% | -10.1% | -0.8% | -10.9% |
| 30D | -9.4% | -18.7% | +9.3% | -9.4% |
| 3M | +26.0% | -33.0% | +59.0% | +26.0% |
| 6M | +56.5% | -37.2% | +93.7% | +57.1% |
| YTD | +144.3% | -53.2% | +197.4% | +143.5% |
| 1Y | +117.2% | -69.0% | +186.2% | +108.8% |
| All | +117.2% | -68.0% | +185.3% | +108.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling