+906.2%
MU vs AVAV
+2.7%
+903.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +12.6% | -6.3% | +3.9% |
| 7D | -12.0% | +3.2% | -15.2% | -12.5% |
| 30D | -28.7% | -7.4% | -21.3% | -27.9% |
| 3M | -16.4% | -32.0% | +15.6% | -11.5% |
| 6M | -1.8% | -24.6% | +22.8% | +0.8% |
| YTD | +157.1% | -47.5% | +204.6% | +171.7% |
| 1Y | +208.5% | -61.5% | +270.0% | +251.0% |
| 3Y | +906.2% | +5.5% | +900.7% | +782.9% |
| All | +906.2% | +2.7% | +903.4% | +782.9% |
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 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