+13.3%
MCD vs VIVK
-100.0%
+113.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -22.8% | +23.0% | +0.2% |
| 7D | +7.3% | -56.0% | +63.2% | +7.2% |
| 30D | +20.0% | -92.3% | +112.2% | +19.9% |
| 3M | +3.8% | -98.6% | +102.5% | +4.0% |
| 6M | +3.8% | -99.9% | +103.7% | +4.3% |
| YTD | -5.9% | -100.0% | +94.1% | -5.7% |
| 1Y | -3.2% | -100.0% | +96.8% | -2.5% |
| 3Y | +13.3% | -100.0% | +113.3% | +12.3% |
| All | +13.3% | -100.0% | +113.3% | +12.3% |
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