+487.6%
VIAV vs MXL
+286.3%
+201.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.0% | -1.5% | -3.7% |
| 7D | +11.2% | +16.6% | -5.4% | +6.8% |
| 30D | -2.6% | +0.5% | -3.1% | -2.7% |
| 3M | -20.1% | -3.6% | -16.5% | -20.9% |
| 6M | +25.8% | +328.0% | -302.2% | -22.8% |
| YTD | +109.9% | +297.8% | -187.9% | +31.2% |
| 1Y | +214.3% | +339.4% | -125.1% | +89.2% |
| 3Y | +281.6% | +201.7% | +79.9% | +121.5% |
| 5Y | +132.6% | +32.8% | +99.8% | +57.5% |
| 10Y | +396.7% | +274.8% | +121.9% | +114.8% |
| All | +487.6% | +286.3% | +201.3% | +125.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 all: compounded portfolio wealth divided by compounded MXL 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…
all analysis · Full analysis span regression · 6 months rolling