-9.4%
MDB vs VIK
+244.4%
-253.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.3% | -0.4% | +1.1% |
| 7D | +3.0% | -1.2% | +4.2% | +3.5% |
| 30D | -11.3% | +11.5% | -22.8% | -14.5% |
| 3M | -23.0% | -11.3% | -11.7% | -20.1% |
| 6M | +14.8% | +11.3% | +3.4% | +8.3% |
| YTD | -19.4% | +26.1% | -45.6% | -29.7% |
| 1Y | -9.0% | +50.0% | -58.9% | -28.0% |
| All | -9.4% | +244.4% | -253.8% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 3y: compounded portfolio wealth divided by compounded VIK 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…
3y analysis · Full analysis span regression · 6 months rolling