+540.9%
MPC vs AVAV
+7.1%
+533.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -9.8% | +5.9% | -3.2% |
| 7D | -12.8% | -24.3% | +11.6% | -11.0% |
| 30D | -12.7% | -28.9% | +16.2% | -10.7% |
| 3M | +27.1% | -39.3% | +66.3% | +31.3% |
| 6M | +45.8% | -38.8% | +84.6% | +49.4% |
| YTD | +134.7% | -57.8% | +192.5% | +145.1% |
| 1Y | +106.0% | -70.9% | +176.9% | +122.8% |
| 3Y | +165.5% | -14.8% | +180.3% | +145.0% |
| 5Y | +540.9% | +7.3% | +533.6% | +523.9% |
| All | +540.9% | +7.1% | +533.8% | +523.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling