+942.1%
MDB vs VIVK
-100.0%
+1,042.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.5% | +5.8% | -1.5% |
| 7D | +6.8% | -57.7% | +64.5% | +8.0% |
| 30D | -6.2% | -87.3% | +81.1% | -3.9% |
| 3M | -29.2% | -98.9% | +69.7% | -25.4% |
| 6M | +10.3% | -100.0% | +110.2% | +20.5% |
| YTD | -20.4% | -100.0% | +79.6% | -13.3% |
| 1Y | -4.8% | -100.0% | +95.2% | +5.4% |
| 3Y | -11.6% | -100.0% | +88.4% | -2.5% |
| 5Y | -41.0% | -100.0% | +59.0% | -34.8% |
| All | +942.1% | -100.0% | +1,042.1% | +1,113.3% |
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