+230.8%
MRK vs AVAV
+315.4%
-84.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +0.6% |
| 7D | +0.7% | +4.2% | -3.5% | +0.5% |
| 30D | +0.3% | -2.6% | +2.8% | +0.2% |
| 3M | +9.7% | -38.0% | +47.6% | +11.3% |
| 6M | +32.0% | -27.0% | +59.0% | +32.8% |
| YTD | +43.3% | -51.4% | +94.7% | +45.5% |
| 1Y | +63.7% | -60.2% | +123.9% | +67.5% |
| 3Y | +58.0% | -6.7% | +64.7% | +52.3% |
| 5Y | +105.0% | +28.3% | +76.7% | +90.1% |
| All | +230.8% | +315.4% | -84.6% | +197.3% |
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