-34.6%
MP vs VIAV
+72.0%
-106.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.2% | -2.8% | -4.5% |
| 7D | -12.5% | -14.7% | +2.2% | -8.8% |
| 30D | -23.3% | -37.4% | +14.0% | -13.4% |
| 3M | -24.4% | -27.1% | +2.8% | -19.3% |
| 6M | -45.8% | -44.0% | -1.7% | -38.7% |
| YTD | -28.9% | +64.9% | -93.8% | -35.1% |
| 1Y | -34.6% | +75.3% | -109.9% | -43.0% |
| All | -34.6% | +72.0% | -106.6% | -43.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling