+427.0%
MCK vs VIVK
-100.0%
+527.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.4% | +7.5% | +0.1% |
| 7D | -2.9% | -4.4% | +1.5% | -2.9% |
| 30D | +0.4% | -40.8% | +41.2% | +0.6% |
| 3M | +12.1% | -94.1% | +106.2% | +12.9% |
| 6M | -5.4% | -98.2% | +92.8% | -4.7% |
| YTD | +7.8% | -98.0% | +105.8% | +8.4% |
| 1Y | +22.9% | -100.0% | +122.9% | +24.7% |
| 3Y | +110.7% | -100.0% | +210.7% | +113.4% |
| 5Y | +346.2% | -100.0% | +446.2% | +351.8% |
| All | +427.0% | -100.0% | +527.0% | +407.0% |
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