+189.4%
MXL vs AVAV
+31.0%
+158.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.9% | +3.1% | +5.4% |
| 7D | +15.5% | +3.2% | +12.3% | +14.7% |
| 30D | -11.3% | -20.3% | +9.0% | -7.1% |
| 3M | -16.1% | -19.4% | +3.3% | -13.6% |
| 6M | +323.0% | -35.3% | +358.3% | +350.8% |
| YTD | +281.5% | -38.5% | +320.0% | +295.7% |
| 1Y | +319.3% | -37.2% | +356.5% | +325.4% |
| 3Y | +189.4% | +31.1% | +158.3% | +127.4% |
| All | +189.4% | +31.0% | +158.4% | +127.4% |
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