+19.4%
MCD vs VIVK
-100.0%
+119.4%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.3% | +5.4% | -0.9% |
| 7D | -2.9% | -7.9% | +5.0% | -2.9% |
| 30D | -6.7% | -42.0% | +35.2% | -6.7% |
| 3M | -9.6% | -92.5% | +82.9% | -9.3% |
| 6M | -22.3% | -98.0% | +75.7% | -22.1% |
| YTD | -15.4% | -97.9% | +82.5% | -15.3% |
| 1Y | -16.8% | -100.0% | +83.2% | -16.4% |
| 3Y | -2.4% | -100.0% | +97.6% | -2.2% |
| 5Y | +19.4% | -100.0% | +119.4% | +19.8% |
| All | +19.4% | -100.0% | +119.4% | +19.8% |
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