+191.7%
MPC vs VIAV
+294.8%
-103.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +12.3% | -7.7% | +3.7% |
| 7D | -9.4% | +15.0% | -24.4% | -10.3% |
| 30D | -14.3% | -29.7% | +15.3% | -12.7% |
| 3M | +31.1% | -18.3% | +49.4% | +31.6% |
| 6M | +60.3% | -37.6% | +97.8% | +63.0% |
| YTD | +142.5% | +79.5% | +63.1% | +122.4% |
| 1Y | +104.6% | +79.6% | +25.0% | +87.4% |
| 3Y | +191.7% | +310.0% | -118.3% | +123.5% |
| All | +191.7% | +294.8% | -103.1% | +123.5% |
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