+189.8%
MU vs AVAV
-67.9%
+257.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +10.5% | -5.3% | +4.0% |
| 7D | -22.0% | -10.6% | -11.4% | -21.3% |
| 30D | -36.6% | -18.8% | -17.8% | -35.7% |
| 3M | -21.7% | -34.1% | +12.4% | -19.8% |
| 6M | +3.5% | -35.3% | +38.9% | +6.2% |
| YTD | +141.9% | -53.4% | +195.3% | +144.5% |
| 1Y | +189.8% | -65.6% | +255.5% | +197.1% |
| All | +189.8% | -67.9% | +257.7% | +197.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling