+97.9%
MMM vs VIAV
+297.4%
-199.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.0% |
| 7D | -2.6% | +13.6% | -16.1% | -4.0% |
| 30D | -9.3% | +5.3% | -14.6% | -10.2% |
| 3M | +5.6% | -15.6% | +21.2% | +6.6% |
| 6M | +9.5% | +34.0% | -24.5% | +2.0% |
| YTD | +4.1% | +119.9% | -115.7% | -12.4% |
| 1Y | +9.4% | +235.2% | -225.8% | -17.0% |
| All | +97.9% | +297.4% | -199.5% | +31.5% |
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 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