+26.0%
MXL vs AVAV
+44.7%
-18.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.8% |
| 3M | -16.1% | -19.4% | +3.3% | -13.2% |
| 6M | +323.0% | -35.3% | +358.3% | +352.5% |
| YTD | +281.5% | -38.5% | +320.0% | +299.6% |
| 1Y | +319.3% | -37.2% | +356.5% | +331.2% |
| 3Y | +189.4% | +31.1% | +158.3% | +131.9% |
| 5Y | +26.0% | +41.0% | -15.0% | -13.1% |
| All | +26.0% | +44.7% | -18.7% | -13.1% |
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