+224.4%
MRK vs VIAV
+419.4%
-195.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.6% | -4.1% | -0.8% |
| 7D | -4.3% | +11.2% | -15.4% | -5.1% |
| 30D | +8.3% | -10.1% | +18.4% | +9.0% |
| 3M | +20.0% | -22.9% | +42.9% | +21.8% |
| 6M | +25.7% | +28.8% | -3.1% | +19.6% |
| YTD | +38.7% | +117.5% | -78.7% | +23.4% |
| 1Y | +74.7% | +216.1% | -141.4% | +47.6% |
| 3Y | +45.4% | +292.2% | -246.8% | +17.3% |
| 5Y | +129.0% | +141.0% | -11.9% | +97.1% |
| All | +224.4% | +419.4% | -195.0% | +140.6% |
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