+51.2%
MMM vs VIAV
+401.3%
-350.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | 0.0% |
| 7D | -3.2% | +11.2% | -14.4% | -5.5% |
| 30D | -10.7% | -2.6% | -8.1% | -10.9% |
| 3M | +4.3% | -20.1% | +24.4% | +7.0% |
| 6M | +5.9% | +25.8% | -19.9% | -4.3% |
| YTD | +3.2% | +109.9% | -106.7% | -19.8% |
| 1Y | +8.0% | +214.3% | -206.3% | -25.6% |
| 3Y | +99.1% | +281.6% | -182.5% | +25.5% |
| 5Y | +25.7% | +132.6% | -106.8% | -10.9% |
| All | +51.2% | +401.3% | -350.2% | -11.3% |
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