+737.1%
MTZ vs VIAV
+401.3%
+335.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.5% | +1.0% | -1.6% |
| 7D | 0.0% | +11.2% | -11.2% | -4.5% |
| 30D | -14.8% | -2.6% | -12.2% | -14.4% |
| 3M | -30.8% | -20.1% | -10.7% | -25.6% |
| 6M | -22.6% | +25.8% | -48.5% | -33.0% |
| YTD | +6.8% | +109.9% | -103.1% | -27.6% |
| 1Y | +22.1% | +214.3% | -192.2% | -32.2% |
| 3Y | +153.1% | +281.6% | -128.5% | +24.0% |
| 5Y | +161.4% | +132.6% | +28.8% | +54.3% |
| All | +737.1% | +401.3% | +335.7% | +238.3% |
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