+68.5%
MA vs VIVK
-100.0%
+168.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -9.6% | +8.3% | -1.3% |
| 7D | -0.5% | -38.6% | +38.1% | -0.7% |
| 30D | +7.9% | -87.7% | +95.6% | +7.1% |
| 3M | +16.8% | -98.9% | +115.6% | +15.0% |
| 6M | +31.0% | -100.0% | +130.9% | +27.9% |
| YTD | +15.0% | -100.0% | +115.0% | +13.0% |
| 1Y | +17.0% | -100.0% | +117.0% | +14.4% |
| All | +68.5% | -100.0% | +168.5% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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