+292.2%
VIAV vs MKC
-31.4%
+323.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.2% | +3.6% |
| 7D | +11.2% | -1.5% | +12.6% | +11.0% |
| 30D | -10.1% | -3.1% | -7.0% | -10.4% |
| 3M | -22.9% | +5.2% | -28.1% | -22.7% |
| 6M | +28.8% | -12.8% | +41.6% | +30.8% |
| YTD | +117.5% | -23.3% | +140.7% | +123.2% |
| 1Y | +216.1% | -24.1% | +240.2% | +224.7% |
| 3Y | +292.2% | -32.1% | +324.3% | +283.2% |
| All | +292.2% | -31.4% | +323.6% | +283.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling