+13.3%
MCD vs VIAV
+295.5%
-282.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | +0.2% |
| 7D | +7.3% | +3.2% | +4.1% | +7.4% |
| 30D | +20.0% | -31.8% | +51.7% | +19.4% |
| 3M | +3.8% | -16.6% | +20.5% | +3.6% |
| 6M | +3.8% | -39.4% | +43.2% | +3.5% |
| YTD | -5.9% | +74.0% | -79.9% | -9.6% |
| 1Y | -3.2% | +70.8% | -74.0% | -7.1% |
| 3Y | +13.3% | +295.5% | -282.3% | +3.7% |
| All | +13.3% | +295.5% | -282.3% | +3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling