+75.3%
VIAV vs MULL
+444.9%
-369.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -13.8% | +11.5% | +1.0% |
| 7D | -14.7% | -35.9% | +21.2% | -5.6% |
| 30D | -37.4% | -47.3% | +10.0% | -27.8% |
| 3M | -27.1% | -30.6% | +3.4% | -21.2% |
| 6M | -44.0% | +13.7% | -57.7% | -47.3% |
| YTD | +64.9% | +272.1% | -207.2% | +19.7% |
| 1Y | +75.3% | +475.1% | -399.8% | +16.3% |
| All | +75.3% | +444.9% | -369.6% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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