+1,120.0%
MPC vs AVAV
+479.1%
+640.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.6% |
| 7D | +5.4% | -2.2% | +7.7% | +5.8% |
| 30D | +31.0% | -13.9% | +44.9% | +33.8% |
| 3M | +46.0% | -29.2% | +75.3% | +52.4% |
| 6M | +77.3% | -36.1% | +113.4% | +86.3% |
| YTD | +141.9% | -40.2% | +182.1% | +151.8% |
| 1Y | +120.9% | -36.2% | +157.1% | +123.2% |
| 3Y | +182.7% | +47.5% | +135.2% | +121.3% |
| 5Y | +646.4% | +39.3% | +607.2% | +458.8% |
| All | +1,120.0% | +479.1% | +640.9% | +483.1% |
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