+808.8%
MU vs AVAV
-14.7%
+823.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -9.8% | -7.6% | -15.7% |
| 7D | -29.7% | -24.3% | -5.4% | -26.1% |
| 30D | -37.2% | -28.9% | -8.3% | -33.4% |
| 3M | -26.5% | -39.3% | +12.8% | -20.5% |
| 6M | +2.6% | -38.8% | +41.3% | +9.5% |
| YTD | +130.1% | -57.8% | +187.9% | +153.3% |
| 1Y | +176.7% | -70.9% | +247.6% | +232.6% |
| All | +808.8% | -14.7% | +823.6% | +744.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling