-1.5%
MCD vs VIVK
-100.0%
+98.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.7% | -7.6% | 0.0% |
| 7D | -2.0% | +13.1% | -15.1% | -2.1% |
| 30D | -6.1% | -29.7% | +23.5% | -6.1% |
| 3M | -7.3% | -93.0% | +85.7% | -6.7% |
| 6M | -20.9% | -98.0% | +77.0% | -20.5% |
| YTD | -14.7% | -97.8% | +83.1% | -14.4% |
| 1Y | -16.1% | -100.0% | +83.9% | -14.7% |
| 3Y | -1.5% | -100.0% | +98.5% | -4.2% |
| All | -1.5% | -100.0% | +98.5% | -4.2% |
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