-38.2%
MULL vs AVAV
-32.4%
-5.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +10.5% | -1.4% | +5.0% |
| 7D | -42.7% | -10.6% | -32.1% | -40.0% |
| 30D | -63.8% | -18.8% | -45.0% | -61.2% |
| 3M | -49.0% | -34.1% | -14.9% | -43.5% |
| 6M | -38.2% | -35.3% | -2.8% | -22.5% |
| All | -38.2% | -32.4% | -5.7% | -22.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling