+443.0%
MP vs VIAV
+202.8%
+240.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.4% |
| 7D | -0.7% | +13.6% | -14.3% | -6.2% |
| 30D | -0.7% | +5.3% | -6.0% | -4.1% |
| 3M | 0.0% | -15.6% | +15.6% | +4.1% |
| 6M | -10.0% | +34.0% | -43.9% | -26.2% |
| YTD | +7.5% | +119.9% | -112.4% | -33.1% |
| 1Y | -14.0% | +235.2% | -249.2% | -58.3% |
| 3Y | +153.5% | +299.8% | -146.3% | +4.0% |
| 5Y | +62.7% | +140.1% | -77.4% | -7.1% |
| All | +443.0% | +202.8% | +240.2% | +178.4% |
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 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