+75.3%
VIAV vs MKC
-18.2%
+93.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.4% | -7.7% | +1.2% |
| 7D | -14.7% | +9.6% | -24.3% | -9.3% |
| 30D | -37.4% | +12.0% | -49.4% | -31.9% |
| 3M | -27.1% | -2.0% | -25.1% | -25.4% |
| 6M | -44.0% | +7.2% | -51.2% | -39.8% |
| YTD | +64.9% | -23.7% | +88.6% | +64.4% |
| 1Y | +75.3% | -18.3% | +93.6% | +78.0% |
| All | +75.3% | -18.2% | +93.5% | +78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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