+195.2%
MCD vs VIAV
+315.1%
-119.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.3% |
| 7D | -1.6% | +23.7% | -25.3% | -3.6% |
| 30D | +16.0% | -21.2% | +37.2% | +18.1% |
| 3M | 0.0% | -24.5% | +24.5% | +1.6% |
| 6M | +0.9% | -39.1% | +40.0% | +4.1% |
| YTD | -8.7% | +82.6% | -91.3% | -22.6% |
| 1Y | -8.6% | +82.7% | -91.3% | -22.7% |
| 3Y | +9.9% | +315.1% | -305.2% | -24.0% |
| 5Y | +22.6% | +113.4% | -90.7% | -2.8% |
| All | +195.2% | +315.1% | -119.8% | +109.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 10y: compounded portfolio wealth divided by compounded VIAV 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…
10y analysis · Full analysis span regression · 6 months rolling