+953.2%
MULL vs AVAV
-50.7%
+1,003.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +10.5% | -1.4% | +5.7% |
| 7D | -42.7% | -10.6% | -32.1% | -39.8% |
| 30D | -63.8% | -18.8% | -45.0% | -60.9% |
| 3M | -49.0% | -34.1% | -14.9% | -42.5% |
| 6M | -38.2% | -35.3% | -2.8% | -30.8% |
| YTD | +167.0% | -53.4% | +220.4% | +204.7% |
| 1Y | +247.7% | -65.6% | +313.4% | +360.6% |
| All | +953.2% | -50.7% | +1,003.9% | +695.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling