+20.4%
MCD vs VIAV
+132.3%
-111.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +11.2% | -11.1% | -0.2% |
| 7D | -2.0% | +11.3% | -13.3% | -2.3% |
| 30D | -6.1% | -1.0% | -5.1% | -6.2% |
| 3M | -7.3% | -20.5% | +13.3% | -6.8% |
| 6M | -20.9% | +39.0% | -59.9% | -23.6% |
| YTD | -14.7% | +117.5% | -132.1% | -20.9% |
| 1Y | -16.1% | +233.8% | -249.9% | -25.6% |
| 3Y | -1.5% | +295.4% | -296.9% | -15.4% |
| 5Y | +20.4% | +134.3% | -113.8% | +10.3% |
| All | +20.4% | +132.3% | -111.9% | +10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling