+199.5%
MCHP vs VIAV
+419.4%
-220.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.6% | +0.1% | +1.9% |
| 7D | 0.0% | +11.2% | -11.1% | -5.3% |
| 30D | -6.0% | -10.1% | +4.1% | -2.2% |
| 3M | -19.7% | -22.9% | +3.2% | -11.7% |
| 6M | +14.0% | +28.8% | -14.7% | -6.3% |
| YTD | +18.4% | +117.5% | -99.0% | -29.9% |
| 1Y | +17.1% | +216.1% | -199.0% | -45.6% |
| 3Y | +0.7% | +292.2% | -291.5% | -61.4% |
| 5Y | +5.1% | +141.0% | -135.9% | -46.4% |
| All | +199.5% | +419.4% | -220.0% | +5.8% |
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