+1,065.8%
MDB vs VIAV
+301.7%
+764.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.5% | +8.9% | +5.8% |
| 7D | -2.8% | +11.2% | -14.0% | -6.8% |
| 30D | -14.9% | -2.6% | -12.3% | -15.5% |
| 3M | +7.3% | -20.1% | +27.5% | +10.9% |
| 6M | +38.2% | +25.8% | +12.3% | +9.9% |
| YTD | -10.9% | +109.9% | -120.8% | -47.0% |
| 1Y | +11.6% | +214.3% | -202.6% | -47.6% |
| 3Y | -0.9% | +281.6% | -282.5% | -60.9% |
| 5Y | -23.5% | +132.6% | -156.1% | -58.6% |
| All | +1,065.8% | +301.7% | +764.1% | +409.3% |
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 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