+380.3%
MCO vs VIVK
-100.0%
+480.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.4% | +9.0% | +1.7% |
| 7D | -3.8% | -4.4% | +0.6% | -3.8% |
| 30D | -0.4% | -40.8% | +40.4% | -0.1% |
| 3M | +7.7% | -94.1% | +101.9% | +9.1% |
| 6M | +7.0% | -98.2% | +105.2% | +8.8% |
| YTD | -6.4% | -98.0% | +91.6% | -5.3% |
| 1Y | -7.6% | -100.0% | +92.3% | -4.6% |
| 3Y | +43.2% | -100.0% | +143.2% | +47.1% |
| 5Y | +29.6% | -100.0% | +129.6% | +33.2% |
| All | +380.3% | -100.0% | +480.3% | +392.6% |
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