+2,802.6%
MULL vs AVAV
-39.1%
+2,841.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -1.7% | +13.5% | +12.1% |
| 7D | +17.3% | -2.2% | +19.5% | +17.8% |
| 30D | +23.5% | -13.9% | +37.4% | +26.2% |
| 3M | -24.0% | -29.2% | +5.2% | -20.0% |
| 6M | +276.7% | -36.1% | +312.9% | +301.6% |
| YTD | +565.1% | -40.2% | +605.3% | +574.3% |
| 1Y | +2,802.6% | -36.2% | +2,838.8% | +2,754.2% |
| All | +2,802.6% | -39.1% | +2,841.7% | +2,754.2% |
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 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