-24.5%
MDB vs VIAV
+136.9%
-161.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.4% |
| 7D | -4.5% | +13.6% | -18.1% | -8.2% |
| 30D | -14.0% | +5.3% | -19.3% | -16.2% |
| 3M | +5.3% | -15.6% | +20.9% | +6.8% |
| 6M | +31.9% | +34.0% | -2.1% | +3.9% |
| YTD | -14.6% | +119.9% | -134.5% | -49.5% |
| 1Y | +8.2% | +235.2% | -226.9% | -50.8% |
| 3Y | -5.0% | +299.8% | -304.8% | -64.0% |
| 5Y | -24.5% | +140.1% | -164.6% | -50.5% |
| All | -24.5% | +136.9% | -161.4% | -50.5% |
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