+158.4%
MMM vs VIAV
+295.9%
-137.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.6% | +4.6% | -0.5% |
| 7D | -0.4% | +7.9% | -8.3% | -1.1% |
| 30D | +12.1% | -20.3% | +32.5% | +14.0% |
| 3M | +1.4% | -28.5% | +30.0% | +3.7% |
| 6M | +26.6% | -42.7% | +69.3% | +31.5% |
| YTD | +16.8% | +72.4% | -55.6% | +0.8% |
| 1Y | +10.1% | +81.5% | -71.4% | -6.2% |
| 3Y | +158.4% | +293.8% | -135.4% | +79.4% |
| All | +158.4% | +295.9% | -137.5% | +79.4% |
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