+1,211.6%
MULL vs AVAV
-48.6%
+1,260.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.7% | -2.4% | -4.2% |
| 7D | +24.5% | +4.2% | +20.3% | +23.1% |
| 30D | -35.5% | -2.6% | -33.0% | -33.9% |
| 3M | -44.8% | -38.0% | -6.8% | -36.4% |
| 6M | -45.5% | -27.0% | -18.5% | -40.9% |
| YTD | +232.5% | -51.4% | +284.0% | +275.2% |
| 1Y | +343.3% | -60.2% | +403.5% | +446.8% |
| All | +1,211.6% | -48.6% | +1,260.1% | +879.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling