+3,132.1%
MPC vs AVAV
+240.7%
+2,891.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -8.3% | +0.2% | -6.6% |
| 7D | -10.9% | -10.1% | -0.8% | -9.2% |
| 30D | -9.4% | -18.7% | +9.3% | -6.1% |
| 3M | +26.0% | -33.0% | +59.0% | +34.7% |
| 6M | +56.5% | -37.2% | +93.7% | +65.5% |
| YTD | +144.3% | -53.2% | +197.4% | +166.2% |
| 1Y | +117.2% | -69.0% | +186.2% | +157.1% |
| 3Y | +176.3% | -5.5% | +181.8% | +134.6% |
| 5Y | +590.5% | +20.1% | +570.4% | +413.3% |
| 10Y | +1,183.8% | +371.8% | +812.0% | +489.1% |
| All | +3,132.1% | +240.7% | +2,891.4% | +1,418.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling