+220.6%
MXL vs AVAV
+411.3%
-190.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.7% | +10.6% | +11.2% |
| 7D | +5.5% | +9.9% | -4.4% | +3.6% |
| 30D | -32.6% | -5.4% | -27.2% | -31.1% |
| 3M | -13.1% | -36.5% | +23.4% | -1.5% |
| 6M | -41.4% | -25.3% | -16.1% | -37.8% |
| YTD | +243.9% | -48.6% | +292.5% | +284.3% |
| 1Y | +305.1% | -62.1% | +367.2% | +392.7% |
| 3Y | +260.1% | +2.3% | +257.7% | +206.0% |
| 5Y | -12.1% | +35.4% | -47.5% | -35.1% |
| 10Y | +182.8% | +345.1% | -162.3% | +44.7% |
| All | +220.6% | +411.3% | -190.7% | +55.1% |
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 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