+433.8%
MAR vs VIVK
-100.0%
+533.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -7.4% | +9.1% | +1.7% |
| 7D | -0.5% | -4.4% | +3.8% | -0.5% |
| 30D | -5.4% | -40.8% | +35.4% | -5.3% |
| 3M | -15.5% | -94.1% | +78.6% | -15.0% |
| 6M | +3.0% | -98.2% | +101.2% | +3.7% |
| YTD | +8.5% | -98.0% | +106.5% | +9.2% |
| 1Y | +26.0% | -100.0% | +125.9% | +27.5% |
| 3Y | +68.6% | -100.0% | +168.6% | +70.3% |
| 5Y | +157.4% | -100.0% | +257.4% | +159.8% |
| All | +433.8% | -100.0% | +533.8% | +447.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling