+3,187.8%
MDT vs VIAV
+3,343.9%
-156.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.7% | -0.6% |
| 7D | -0.3% | +13.6% | -13.9% | -1.5% |
| 30D | +2.8% | +5.3% | -2.5% | +1.9% |
| 3M | +13.1% | -15.6% | +28.7% | +13.6% |
| 6M | +2.3% | +34.0% | -31.7% | -2.5% |
| YTD | -2.7% | +119.9% | -122.6% | -12.0% |
| 1Y | +0.9% | +235.2% | -234.3% | -12.8% |
| 3Y | +26.8% | +299.8% | -273.0% | +6.4% |
| 5Y | -19.5% | +140.1% | -159.5% | -29.6% |
| 10Y | +40.6% | +420.3% | -379.7% | +13.8% |
| All | +3,187.8% | +3,343.9% | -156.2% | +1,949.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling