+1,166.2%
MPC vs VIAV
+315.1%
+851.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +3.9% | +2.8% |
| 7D | +9.4% | +23.7% | -14.3% | +3.3% |
| 30D | -13.4% | -21.2% | +7.7% | -9.1% |
| 3M | +18.9% | -24.5% | +43.4% | +24.3% |
| 6M | +64.9% | -39.1% | +104.0% | +78.3% |
| YTD | +156.8% | +82.6% | +74.2% | +81.9% |
| 1Y | +113.2% | +82.7% | +30.5% | +50.2% |
| 3Y | +201.8% | +315.1% | -113.2% | +39.8% |
| 5Y | +601.4% | +113.4% | +488.0% | +328.1% |
| All | +1,166.2% | +315.1% | +851.2% | +591.9% |
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