+8,229.2%
MTZ vs VIAV
+2,600.3%
+5,628.9%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.6% | +4.3% | +0.2% |
| 7D | +5.0% | +7.9% | -2.9% | +2.9% |
| 30D | -6.0% | -20.3% | +14.3% | -1.0% |
| 3M | -36.1% | -28.5% | -7.6% | -31.2% |
| 6M | -56.9% | -42.7% | -14.2% | -51.4% |
| YTD | -15.9% | +72.4% | -88.3% | -30.0% |
| 1Y | -3.8% | +81.5% | -85.3% | -21.0% |
| 3Y | +272.3% | +293.8% | -21.6% | +145.4% |
| 5Y | +91.1% | +101.4% | -10.4% | +46.1% |
| 10Y | +426.0% | +293.8% | +132.1% | +239.7% |
| All | +8,229.2% | +2,600.3% | +5,628.9% | +3,708.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling