-9.1%
MDB vs VIAV
+297.4%
-306.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.6% |
| 7D | -4.5% | +13.6% | -18.1% | -5.8% |
| 30D | -14.0% | +5.3% | -19.3% | -14.7% |
| 3M | +5.3% | -15.6% | +20.9% | +6.0% |
| 6M | +31.9% | +34.0% | -2.1% | +17.8% |
| YTD | -14.6% | +119.9% | -134.5% | -33.4% |
| 1Y | +8.2% | +235.2% | -226.9% | -26.0% |
| All | -9.1% | +297.4% | -306.5% | -43.3% |
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 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