+199.0%
MXL vs AVAV
+421.8%
-222.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +12.6% | +1.1% | +10.2% |
| 7D | -8.8% | +3.2% | -12.0% | -8.8% |
| 30D | -41.9% | -7.4% | -34.5% | -40.2% |
| 3M | -25.4% | -32.0% | +6.6% | -17.1% |
| 6M | -44.0% | -24.6% | -19.4% | -40.8% |
| YTD | +220.8% | -47.5% | +268.3% | +256.2% |
| 1Y | +278.8% | -61.5% | +340.3% | +358.7% |
| 3Y | +249.4% | +5.5% | +244.0% | +194.3% |
| 5Y | -17.3% | +35.7% | -53.1% | -39.1% |
| 10Y | +156.7% | +379.1% | -222.4% | +28.8% |
| All | +199.0% | +421.8% | -222.8% | +43.8% |
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