+1,079.5%
MPC vs AVAV
+361.4%
+718.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.5% | -11.7% | -2.9% |
| 7D | -16.2% | -10.6% | -5.6% | -14.8% |
| 30D | -15.7% | -18.8% | +3.1% | -13.2% |
| 3M | +24.9% | -34.1% | +59.0% | +32.4% |
| 6M | +52.7% | -35.3% | +88.0% | +59.4% |
| YTD | +131.9% | -53.4% | +185.2% | +149.6% |
| 1Y | +96.6% | -65.6% | +162.3% | +123.4% |
| 3Y | +163.8% | -5.1% | +168.8% | +125.7% |
| 5Y | +533.1% | +18.5% | +514.6% | +382.5% |
| All | +1,079.5% | +361.4% | +718.1% | +563.7% |
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 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