+75.4%
MUB vs AVAV
+460.4%
-385.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.5% | -10.4% | +0.1% |
| 7D | +0.7% | -10.6% | +11.3% | +0.7% |
| 30D | +4.4% | -18.8% | +23.2% | +4.4% |
| 3M | -0.4% | -34.1% | +33.7% | -0.3% |
| 6M | -0.9% | -35.3% | +34.5% | -0.8% |
| YTD | +0.1% | -53.4% | +53.4% | +0.3% |
| 1Y | +0.5% | -65.6% | +66.1% | +0.8% |
| 3Y | +11.7% | -5.1% | +16.8% | +11.5% |
| 5Y | +3.2% | +18.5% | -15.4% | +2.8% |
| 10Y | +20.3% | +369.8% | -349.5% | +20.5% |
| All | +75.4% | +460.4% | -385.0% | +77.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling