+4,277.4%
MU vs AVAV
+358.8%
+3,918.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | -0.5% |
| 7D | -15.2% | 0.0% | -15.2% | -15.0% |
| 30D | -29.5% | -9.9% | -19.6% | -27.9% |
| 3M | -15.8% | -34.7% | +18.9% | -8.7% |
| 6M | -2.9% | -26.6% | +23.7% | +0.9% |
| YTD | +154.2% | -48.9% | +203.2% | +175.3% |
| 1Y | +186.6% | -63.0% | +249.6% | +232.8% |
| 3Y | +871.5% | +1.6% | +869.9% | +749.5% |
| 5Y | +911.7% | +34.5% | +877.2% | +681.4% |
| 10Y | +4,277.4% | +359.3% | +3,918.1% | +2,720.0% |
| All | +4,277.4% | +358.8% | +3,918.6% | +2,720.0% |
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