+1,805.2%
MMM vs VIAV
+2,964.2%
-1,159.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.5% | -0.2% |
| 7D | -3.3% | -4.6% | +1.3% | -2.8% |
| 30D | -7.0% | -10.4% | +3.4% | -6.2% |
| 3M | +10.8% | -34.5% | +45.3% | +14.8% |
| 6M | +5.8% | +7.0% | -1.2% | +3.1% |
| YTD | +6.8% | +95.6% | -88.9% | -3.2% |
| 1Y | +10.4% | +197.2% | -186.8% | -4.8% |
| 3Y | +104.7% | +232.0% | -127.3% | +72.6% |
| 5Y | +23.6% | +102.2% | -78.6% | +8.9% |
| 10Y | +54.1% | +344.6% | -290.5% | +24.3% |
| All | +1,805.2% | +2,964.2% | -1,159.0% | +1,180.4% |
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 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