+950.8%
MU vs VIAV
+295.9%
+655.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.6% | +3.1% | +0.3% |
| 7D | +12.8% | +7.9% | +4.9% | +8.6% |
| 30D | -14.9% | -20.3% | +5.5% | -5.4% |
| 3M | -18.0% | -28.5% | +10.5% | -5.6% |
| 6M | -3.1% | -42.7% | +39.6% | +22.7% |
| YTD | +172.9% | +72.4% | +100.5% | +110.1% |
| 1Y | +228.8% | +81.5% | +147.4% | +148.3% |
| 3Y | +950.8% | +293.8% | +657.0% | +467.5% |
| All | +950.8% | +295.9% | +655.0% | +467.5% |
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