+404.4%
MTZ vs VIAV
+315.1%
+89.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.6% |
| 7D | +16.5% | +23.7% | -7.3% | +7.0% |
| 30D | -10.2% | -21.2% | +11.0% | -2.5% |
| 3M | -34.2% | -24.5% | -9.6% | -28.0% |
| 6M | -56.0% | -39.1% | -16.9% | -48.7% |
| YTD | -14.8% | +82.6% | -97.4% | -40.1% |
| 1Y | -7.2% | +82.7% | -89.9% | -34.8% |
| 3Y | +275.8% | +315.1% | -39.3% | +72.7% |
| 5Y | +93.5% | +113.4% | -19.9% | +15.8% |
| All | +404.4% | +315.1% | +89.3% | +134.8% |
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