+683.8%
MCD vs VIVK
-100.0%
+783.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -9.6% | +9.1% | -0.4% |
| 7D | -1.6% | -38.6% | +37.1% | -1.6% |
| 30D | +16.0% | -87.7% | +103.8% | +16.1% |
| 3M | 0.0% | -98.9% | +98.8% | 0.0% |
| 6M | +0.9% | -100.0% | +100.9% | +1.1% |
| YTD | -8.7% | -100.0% | +91.2% | -8.6% |
| 1Y | -8.6% | -100.0% | +91.4% | -8.4% |
| 3Y | +9.9% | -100.0% | +109.9% | +10.0% |
| 5Y | +22.6% | -100.0% | +122.6% | +22.8% |
| 10Y | +204.6% | -100.0% | +304.6% | +205.4% |
| All | +683.8% | -100.0% | +783.8% | +716.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling