+199.5%
MCHP vs VIVK
-100.0%
+299.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -7.4% | +11.0% | +3.7% |
| 7D | 0.0% | -4.4% | +4.4% | +0.1% |
| 30D | -6.0% | -40.8% | +34.8% | -5.8% |
| 3M | -19.7% | -94.1% | +74.5% | -18.8% |
| 6M | +14.0% | -98.2% | +112.2% | +15.6% |
| YTD | +18.4% | -98.0% | +116.4% | +19.4% |
| 1Y | +17.1% | -100.0% | +117.1% | +20.6% |
| 3Y | +0.7% | -100.0% | +100.7% | +3.0% |
| 5Y | +5.1% | -100.0% | +105.1% | +7.7% |
| All | +199.5% | -100.0% | +299.4% | +197.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling