+297.0%
MXL vs AVAV
-68.0%
+365.0%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -8.3% | -2.8% | -10.1% |
| 7D | -24.3% | -10.1% | -14.2% | -23.3% |
| 30D | -46.1% | -18.7% | -27.4% | -44.7% |
| 3M | -21.8% | -33.0% | +11.2% | -18.3% |
| 6M | -27.2% | -37.2% | +10.0% | -24.4% |
| YTD | +226.2% | -53.2% | +279.4% | +225.8% |
| 1Y | +297.0% | -69.0% | +366.0% | +397.9% |
| All | +297.0% | -68.0% | +365.0% | +397.9% |
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