+1,065.8%
MDB vs VIVK
-100.0%
+1,165.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.4% | +1.9% | +4.3% |
| 7D | -2.8% | -9.5% | +6.7% | -2.6% |
| 30D | -14.9% | -35.1% | +20.2% | -14.4% |
| 3M | +7.3% | -93.4% | +100.7% | +10.7% |
| 6M | +38.2% | -98.0% | +136.2% | +44.0% |
| YTD | -10.9% | -97.9% | +86.9% | -7.5% |
| 1Y | +11.6% | -100.0% | +111.6% | +18.7% |
| 3Y | -0.9% | -100.0% | +99.1% | +4.5% |
| 5Y | -23.5% | -100.0% | +76.5% | -19.4% |
| All | +1,065.8% | -100.0% | +1,165.8% | +1,194.9% |
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