+216.1%
VIAV vs MCO
-5.7%
+221.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +2.0% | +4.3% |
| 7D | +11.2% | -3.8% | +14.9% | +9.4% |
| 30D | -10.1% | -0.4% | -9.7% | -10.1% |
| 3M | -22.9% | +7.7% | -30.6% | -21.6% |
| 6M | +28.8% | +7.0% | +21.8% | +30.9% |
| YTD | +117.5% | -6.4% | +123.9% | +125.0% |
| 1Y | +216.1% | -7.6% | +223.7% | +216.7% |
| All | +216.1% | -5.7% | +221.8% | +216.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling