+2,427.1%
MULL vs AVAV
-35.3%
+2,462.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.9% | -5.9% | -3.5% |
| 7D | +14.0% | +3.2% | +10.8% | +13.3% |
| 30D | +24.8% | -20.3% | +45.1% | +29.4% |
| 3M | -16.1% | -19.4% | +3.3% | -13.6% |
| 6M | +330.9% | -35.3% | +366.2% | +358.9% |
| YTD | +545.0% | -38.5% | +583.5% | +548.7% |
| 1Y | +2,427.1% | -37.2% | +2,464.3% | +2,261.9% |
| All | +2,427.1% | -35.3% | +2,462.4% | +2,261.9% |
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 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