+2,523.1%
MULL vs AVAV
-36.7%
+2,559.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -1.7% | +13.5% | +12.3% |
| 7D | +17.3% | -2.2% | +19.5% | +18.0% |
| 30D | +23.5% | -13.9% | +37.4% | +28.0% |
| 3M | -24.0% | -29.2% | +5.2% | -16.7% |
| 6M | +276.7% | -36.1% | +312.9% | +316.9% |
| YTD | +565.1% | -40.2% | +605.3% | +601.4% |
| 1Y | +2,802.6% | -36.2% | +2,838.8% | +2,830.7% |
| All | +2,523.1% | -36.7% | +2,559.8% | +1,731.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling