+475.1%
MULL vs AVAV
-68.0%
+543.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -8.3% | -5.4% | -12.7% |
| 7D | -35.9% | -10.1% | -25.8% | -35.0% |
| 30D | -47.3% | -18.7% | -28.6% | -46.1% |
| 3M | -30.6% | -33.0% | +2.4% | -27.8% |
| 6M | +13.7% | -37.2% | +50.9% | +19.3% |
| YTD | +272.1% | -53.2% | +325.3% | +286.4% |
| 1Y | +475.1% | -69.0% | +544.1% | +548.1% |
| All | +475.1% | -68.0% | +543.1% | +548.1% |
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