+287.6%
MP vs VIAV
+137.4%
+150.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -5.6% | +9.1% | +5.7% |
| 7D | +9.5% | +7.9% | +1.6% | +5.8% |
| 30D | -3.0% | -20.3% | +17.3% | +4.5% |
| 3M | -30.4% | -28.5% | -1.8% | -22.9% |
| 6M | -39.2% | -42.7% | +3.5% | -28.0% |
| YTD | -23.3% | +72.4% | -95.7% | -48.7% |
| 1Y | -32.6% | +81.5% | -114.1% | -56.3% |
| 3Y | +159.3% | +293.8% | -134.6% | -1.7% |
| 5Y | -16.4% | +101.4% | -117.9% | -51.1% |
| All | +287.6% | +137.4% | +150.2% | +113.2% |
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