+167.0%
MPC vs AVAV
-14.7%
+181.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -9.8% | +5.9% | -3.4% |
| 7D | -12.8% | -24.3% | +11.6% | -11.5% |
| 30D | -12.7% | -28.9% | +16.2% | -11.2% |
| 3M | +27.1% | -39.3% | +66.3% | +30.2% |
| 6M | +45.8% | -38.8% | +84.6% | +48.4% |
| YTD | +134.7% | -57.8% | +192.5% | +142.2% |
| 1Y | +106.0% | -70.9% | +176.9% | +119.8% |
| All | +167.0% | -14.7% | +181.7% | +133.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling