+127.0%
MP vs VIAV
+243.4%
-116.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +8.3% | -3.3% | +2.4% |
| 7D | -10.5% | -4.8% | -5.7% | -9.3% |
| 30D | -23.5% | -38.5% | +14.9% | -12.0% |
| 3M | -25.4% | -29.9% | +4.4% | -18.9% |
| 6M | -51.3% | -46.3% | -5.0% | -43.2% |
| YTD | -29.9% | +59.8% | -89.7% | -44.4% |
| 1Y | -31.8% | +62.3% | -94.2% | -46.3% |
| 3Y | +127.0% | +243.0% | -116.0% | +9.4% |
| All | +127.0% | +243.4% | -116.4% | +9.4% |
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