+3,971.9%
MU vs AVAV
+361.4%
+3,610.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +10.5% | -5.3% | +3.0% |
| 7D | -22.0% | -10.6% | -11.4% | -20.0% |
| 30D | -36.6% | -18.8% | -17.8% | -33.7% |
| 3M | -21.7% | -34.1% | +12.4% | -15.3% |
| 6M | +3.5% | -35.3% | +38.9% | +10.5% |
| YTD | +141.9% | -53.4% | +195.3% | +166.9% |
| 1Y | +189.8% | -65.6% | +255.5% | +241.6% |
| 3Y | +855.4% | -5.1% | +860.4% | +747.9% |
| 5Y | +869.2% | +18.5% | +850.6% | +671.7% |
| All | +3,971.9% | +361.4% | +3,610.6% | +2,555.9% |
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 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