+275.8%
VIAV vs MULL
+2,337.2%
-2,061.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.8% | +3.8% |
| 7D | +11.2% | -8.4% | +19.6% | +12.8% |
| 30D | -10.1% | +9.7% | -19.8% | -11.8% |
| 3M | -22.9% | -26.8% | +3.9% | -22.2% |
| 6M | +28.8% | +220.7% | -191.9% | +0.6% |
| YTD | +117.5% | +509.0% | -391.6% | +53.6% |
| 1Y | +216.1% | +1,739.5% | -1,523.5% | +90.5% |
| All | +275.8% | +2,337.2% | -2,061.3% | +102.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling