+6,028.8%
MU vs AVAV
+479.1%
+5,549.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.7% | +7.8% | +6.5% |
| 7D | +9.0% | -2.2% | +11.2% | +9.5% |
| 30D | +13.8% | -13.9% | +27.7% | +16.9% |
| 3M | +2.1% | -29.2% | +31.3% | +8.1% |
| 6M | +153.8% | -36.1% | +189.9% | +170.3% |
| YTD | +256.4% | -40.2% | +296.6% | +274.9% |
| 1Y | +719.8% | -36.2% | +756.0% | +741.9% |
| 3Y | +1,360.4% | +47.5% | +1,312.8% | +1,071.9% |
| 5Y | +1,312.4% | +39.3% | +1,273.1% | +987.8% |
| All | +6,028.8% | +479.1% | +5,549.7% | +3,245.5% |
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