-20.5%
VIAV vs MULL
-14.3%
-6.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -3.0% | +14.2% | +12.0% |
| 7D | +11.3% | +14.0% | -2.7% | +7.0% |
| 30D | -1.0% | +24.8% | -25.8% | -7.1% |
| 3M | -20.5% | -16.1% | -4.4% | -23.6% |
| All | -20.5% | -14.3% | -6.2% | -23.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling