+262.8%
VIAV vs MULL
+2,366.2%
-2,103.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -9.3% | +4.8% | -2.9% |
| 7D | +11.2% | +3.6% | +7.6% | +10.3% |
| 30D | -2.6% | +22.0% | -24.6% | -6.1% |
| 3M | -20.1% | -8.6% | -11.5% | -22.2% |
| 6M | +25.8% | +248.5% | -222.7% | -2.9% |
| YTD | +109.9% | +516.3% | -406.4% | +48.0% |
| 1Y | +214.3% | +2,036.6% | -1,822.4% | +85.7% |
| All | +262.8% | +2,366.2% | -2,103.4% | +95.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling