+1,742.5%
MAR vs VIVK
-100.0%
+1,842.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +7.7% | -9.9% | -2.3% |
| 7D | -1.7% | +13.1% | -14.8% | -1.7% |
| 30D | -6.9% | -29.7% | +22.8% | -6.9% |
| 3M | -15.8% | -93.0% | +77.1% | -15.8% |
| 6M | +1.9% | -98.0% | +99.9% | +2.0% |
| YTD | +6.6% | -97.8% | +104.4% | +6.7% |
| 1Y | +23.7% | -100.0% | +123.6% | +23.8% |
| 3Y | +64.6% | -100.0% | +164.6% | +64.7% |
| 5Y | +156.4% | -100.0% | +256.4% | +156.5% |
| 10Y | +415.4% | -100.0% | +515.4% | +416.3% |
| All | +1,742.5% | -100.0% | +1,842.5% | +1,817.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling