+2.3%
MUB vs AVAV
+39.7%
-37.4%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.8% | 0.0% |
| 7D | -0.9% | -2.2% | +1.4% | -0.8% |
| 30D | -1.4% | -13.9% | +12.5% | -1.3% |
| 3M | -2.2% | -29.2% | +27.1% | -1.9% |
| 6M | -1.9% | -36.1% | +34.2% | -1.6% |
| YTD | -0.8% | -40.2% | +39.4% | -0.5% |
| 1Y | +2.7% | -36.2% | +39.0% | +2.9% |
| 3Y | +8.6% | +47.5% | -38.9% | +7.3% |
| All | +2.3% | +39.7% | -37.4% | +0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling