+25.2%
MCD vs VIVK
-100.0%
+125.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +20.1% |
| 3M | +3.8% | -98.6% | +102.5% | +4.2% |
| 6M | +3.8% | -99.9% | +103.7% | +4.6% |
| YTD | -5.9% | -100.0% | +94.1% | -5.4% |
| 1Y | -3.2% | -100.0% | +96.8% | -2.3% |
| 3Y | +13.3% | -100.0% | +113.3% | +14.1% |
| 5Y | +25.2% | -100.0% | +125.2% | +25.9% |
| All | +25.2% | -100.0% | +125.2% | +25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling