+1,106.2%
MPC vs AVAV
+423.1%
+683.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +12.6% | -8.0% | +2.6% |
| 7D | -9.4% | +3.2% | -12.6% | -10.0% |
| 30D | -14.3% | -7.4% | -6.9% | -13.6% |
| 3M | +31.1% | -32.0% | +63.1% | +38.3% |
| 6M | +60.3% | -24.6% | +84.8% | +63.1% |
| YTD | +142.5% | -47.5% | +190.0% | +156.0% |
| 1Y | +104.6% | -61.5% | +166.1% | +128.0% |
| 3Y | +191.7% | +5.5% | +186.2% | +145.8% |
| 5Y | +549.2% | +35.7% | +513.5% | +383.7% |
| 10Y | +1,106.2% | +379.1% | +727.1% | +625.6% |
| All | +1,106.2% | +423.1% | +683.1% | +625.6% |
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