+224.1%
MRK vs AVAV
+358.8%
-134.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | -0.4% |
| 7D | +2.3% | 0.0% | +2.4% | +2.3% |
| 30D | +1.7% | -9.9% | +11.6% | +1.9% |
| 3M | +13.8% | -34.7% | +48.5% | +15.3% |
| 6M | +34.7% | -26.6% | +61.3% | +35.5% |
| YTD | +43.6% | -48.9% | +92.5% | +45.5% |
| 1Y | +75.7% | -63.0% | +138.7% | +80.2% |
| 3Y | +60.0% | +1.6% | +58.4% | +53.7% |
| 5Y | +105.4% | +34.5% | +70.9% | +90.3% |
| 10Y | +224.1% | +359.3% | -135.1% | +194.3% |
| All | +224.1% | +358.8% | -134.6% | +194.3% |
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