+352.6%
MULL vs AVAV
-62.1%
+414.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.0% | +0.7% | +23.3% | +23.9% |
| 7D | -2.5% | +9.9% | -12.4% | -3.7% |
| 30D | -40.1% | -5.4% | -34.7% | -39.6% |
| 3M | -28.2% | -36.5% | +8.3% | -24.7% |
| 6M | -39.6% | -25.3% | -14.3% | -37.2% |
| YTD | +262.6% | -48.6% | +311.2% | +268.4% |
| All | +352.6% | -62.1% | +414.6% | +333.3% |
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