-7.7%
MDB vs VIAV
+72.0%
-79.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -2.0% |
| 7D | -16.5% | -14.7% | -1.8% | -16.5% |
| 30D | -8.6% | -37.4% | +28.8% | -9.9% |
| 3M | -13.6% | -27.1% | +13.5% | -13.7% |
| 6M | +24.1% | -44.0% | +68.1% | +23.4% |
| YTD | -21.8% | +64.9% | -86.6% | -28.3% |
| 1Y | -7.7% | +75.3% | -83.0% | -17.8% |
| All | -7.7% | +72.0% | -79.7% | -17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling