-3.9%
MCD vs VIVK
-100.0%
+96.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -27.5% | +34.0% | +6.4% |
| 7D | +11.9% | -68.7% | +80.5% | +11.8% |
| 30D | +20.2% | -90.0% | +110.3% | +20.0% |
| 3M | +5.2% | -98.1% | +103.2% | +5.0% |
| 6M | 0.0% | -99.9% | +99.9% | +0.3% |
| YTD | -6.5% | -99.9% | +93.4% | -7.0% |
| 1Y | -3.9% | -100.0% | +96.1% | -1.7% |
| All | -3.9% | -100.0% | +96.1% | -1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling