+65.8%
MAR vs VIVK
-100.0%
+165.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -0.8% |
| 7D | -2.1% | -9.5% | +7.4% | -2.0% |
| 30D | -5.7% | -35.1% | +29.5% | -5.5% |
| 3M | -14.6% | -93.4% | +78.7% | -13.7% |
| 6M | +1.3% | -98.0% | +99.3% | +2.8% |
| YTD | +6.7% | -97.9% | +104.6% | +8.0% |
| 1Y | +26.4% | -100.0% | +126.4% | +29.4% |
| All | +65.8% | -100.0% | +165.8% | +63.8% |
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